Lyon County is located in on the southwestern edge of the Minnesota River Valley. It was organized in 1870, after the end of the Civil War brought about a period of immigration into the west. Lyon County was originally inhabited by the Dakota before it was settled by people of German and Norwegian descent.
The oldest and largest town in Lyon County is Marshall, which was was settled due to its proximity to the Redwood River before becoming a railroad town. Marshall also serves as the county seat