Lyon is a native of High Point, North Carolina. The daughter of Reverend Ken Lyon, a former pastor of First United Methodist Church in High Point. She attended Ferndale Middle School and High Point Central High School. After graduating high school, she attended the University of North Carolina School of the Arts, where she graduated in 2003. She then moved to New York, she worked in theatre and formed her own comedy Sketch troupe, called POYKPAC. Her work with POYKPAC, led to her co-starring in the IFC web comedy television series Good Morning, Internet!. In 2011, she guest starred in Army Wives and Louie, before being cast in a recurring role as Lindsey Salazar in the FX series Justified, appearing in the series from 2012–2013. In 2013, she was cast as Mackenzie Bradford-Lopez in the FX sitcom Saint George, starring George Lopez, playing the ex-wife of Lopez's character.
