Lyon County is a county located in the U.S. state of Kentucky. As of the 2020 census, the population was 8,680. Its county seat is Eddyville. The county was formed from Caldwell County, Kentucky in 1854 and named for former Congressman Chittenden Lyon.

Eddyville is a home rule-class city in and the county seat of Lyon County, Kentucky, United States. The population was 2,554 at the 2010 census, up from 2,350 in 2000. The Kentucky State Penitentiary is located at Eddyville. The town is considered a tourist attraction because of its access to nearby Lake Barkley.