The two teams will clash on Sunday at Marvel Stadium and the Bulldogs have won their past three games by at least 10 goals.
The Bulldogs have won their past three clashes with the Saints by at least 10 goals, a statistic that Lyon is well aware of ahead of Sunday's match at Marvel Stadium.
"I reckon we've been their bunnies, the last three times, and I hope our players are listening," Lyon said before Friday's training session.
"For whatever reason, they've really put us to the sword.
"So we as a club, and our player group, we need to respond."
St Kilda are coming off an excellent win over GWS. While the Bulldogs lost badly to Adelaide last weekend, they had won their previous three games.
Before the Giants win, the Saints had failed to score in the first half against Hawthorn and then were overrun by Sydney at the SCG.
"The Sydney game, we went there with not much confidence and got into action - walked away with a positive emotion, as much as frustration, against quality," Lyon said.
"There's no doubt we took that into GWS, who had been in red-hot form.
"It's going to be a really challenging game, we know that. I think they (Bulldogs) would feel good about themselves as well.
"It will be good to test ourselves and stand up - we need to."
The Bulldogs will regain onballer Tom Liberatore, while Jack Higgins is likely to return for St Kilda.
Saints star Nasiah Wanganeen-Milera ended the Giants game with a massive ice pack on his right leg, but Lyon said he would play against the Bulldogs.
After only four possessions against Sydney, Mattaes Phillipou was dropped and he did not make the extended squad for Sunday.
"His attitude is first class all the time and his dedication is first class. But sometimes you have ebbs and flows," Lyon said.
"He just didn't have a good day - sometimes that happens.
"We could have rolled him on, but we just thought, get him back into the midfield and build him out (through the VFL)."
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