Lyon county was formed in 1854. It is located in the Pennyrile region of the state. The elevation in the county ranges from 305 to 670 feet above sea level. In 2010 the county population was 8,314 in a land area of 213.84 square miles, an average of 38.9 people per square mile.

The county seat is Eddyville.

Much of Lyon county lies within the Land Between the Lakes National Recreation Area.