[3] He was killed at the Battle of Wilson's Creek, Missouri, on August 10, 1861, after which the county was named for him.

The land that makes up Lyon County was ceded to the federal government by the Sioux Native Tribe through a treaty signed on July 23, 1851.

The first non-indigenous resident to live in Lyon County was Daniel McLaren, known as "Uncle Dan".

The second settler in the area was known as "Old Tom", a hunter and trapper who lived briefly near present-day Rock Rapids.

In 1862–1863, a group of men from the east coast spent time in the county on a hunting trip.

During the winter, Lockhart and McGregor were hunting elk along the Little Rock creek and encountered a group of Sioux tribespeople.

During a spring flood, Clark was drowned and McGregor decided to move back east.

The first permanent settlement in Lyon County was built by Lewis P. Hyde in July 1866.

[4] Lyon County is the location of Gitchie Manitou State Preserve, which contains some of the oldest exposed bedrock in the country.

Only two Democrats have ever won the county: Grover Cleveland by a twenty-vote plurality in 1892, and Franklin D. Roosevelt in his 1932 and 1936 landslides.

Though Roosevelt carried the county by a very comfortable margin in both elections, the county went back to its solid Republican roots in 1940 and has not been won by a Democrat since, with Michael Dukakis being the last Democrat to even reach 30%.