[2] Lyon County comprises the Marshall, MN Micropolitan Statistical Area.

The county was named for Nathaniel Lyon, an Army officer who served in the Dakota and Minnesota territories before being killed in the Civil War in 1861.

The county's terrain consists of low rolling hills, etched by drainages and gullies.

[5] It slopes to the north and east, with its highest point near its southwest corner, at 1,729 ft (527 m) ASL.

27.90% of all households were made up of individuals, and 12.40% had someone living alone who was 65 years of age or older.

In only one national election since 1980 has the county selected the Democratic Party candidate (as of 2024).