Only two Dockers that played in their preliminary final win against the Swans - Danyle Pearce and Zac Dawson - have played in a Grand Final, while Hawthorn had only four players without Grand Final experience against Geelong, with10 premiership players in its line-up.
Lyon said his team's inexperience was not a concern at all.
"A lot's made of that," Lyon said.
"It might be relevant to some. It's certainly not relevant to us. It's not about perception, it's about action.
"Like Hawthorn in 2008, you get in there and you try to take your opportunity."
But Lyon did admit his experience of coaching in three previous Grand Finals, including the 2010 replay, gave him a sense of comfort.
"I have got to be honest, it feels like a more normal game than it ever has for me," Lyon said.
"I think due to that experience I am certainly not awestruck by a Grand Final or the week.
"I think I’ll enjoy it but more importantly I will see our players enjoy some recognition and being under the spotlight, and see the club grow when you see your members and fans be up and about, you sort of take pride in that."
Lyon does not think this Grand Final is as simple the League's best attacking side in Hawthorn taking on the AFL's best defence in Fremantle.
"You've got to be really competent in all areas," Lyon said.
"I actually know that you can't just be dominant in one area.
"So if you look at our offence, attack, scoring, ball use over the last 10 weeks, you'll find it's a lot more solid than it looks over the year's average.
"So you would have found we've elevated ourselves a fair bit. We're aware that you need to be really strong everywhere."
The Dockers have improved in both defence and attack from last year.
They're averaging five more points per game in attack and conceding eight points less defence.
Lyon spoke about adding two goals in attack at the half-way point of this season.
Since then, his Dockers have kicked 15 goals or more on six occasions compared to just four before the bye, while they managed 29 scores against the League's second best defence in the Sydney Swans on Saturday night.
But, like last week, Lyon says the Grand Final will be won and lost in the midfield.
"Whoever gets their hands on the footy is going to protect their defence and (create) scoring opportunities," Lyon said.
"Both (are) great clearance contested ball teams.
"We certainly can offer more of a offensive threat than we did in the past, our stoppage work is of the highest order at the minute and we know our defence stands up, so we think we're in pretty good shape to challenge the best home and away team of the year."
