The most recent Mac OS X release (El Capitan) seems to have broken ᔕᖺᘎᕊ's answer using Apple Scripts, but I found that if I installed https://github.com/gaomd/lock-screen-app, and made my Automator Service open its "Lock Screen Bundle", the rest of the process worked as intended (provided I called the Service "lock-screen", not "Lock Screen": apparently spaces in the filename break the keyboard shortcut for many Mac OS X users).

See https://codingantihero.wordpress.com/2017/02/15/lock-screen-shortcut-on-mac-os-x for an illustrated step-by-step guide.

macOS 10.11, El Capitan, seems to have broken ᔕᖺᘎᕊ's answer using AppleScripts, but I found that if I installed Lock Screen, and made my Automator Service open its "Lock Screen Bundle", the rest of the process worked as intended (provided I called the Service "lock-screen", not "Lock Screen": apparently spaces in the filename break the keyboard shortcut for many macOS users).

See Lock screen shortcut on Mac OS X for an illustrated step-by-step guide.