Although he rode intermittently during his teens, Lt.-Col. Lyon first became deeply interested in horses when he joined that sporting regiment, the 19th Royal Hussars. He went to France with them in World War I and later became an Equitation Instructor at the Cavalry School. It was whilst he was performing these duties that an opportunity was offered him of hunting hounds for his two brothers, who were Joint Masters of the Badsworth Hounds in his native country, Yorkshire. He wasted no time in seizing this opportunity of fulfilling his most cherished ambition, and afterwards became Master of the Atherstone and hunted hounds four days a week.
After giving up the Mastership of the Atherstone, he settled in the Grafton country and set up a stable where he trained young horses and retrained hunters.