The Saints returned to the winners list following last week's six-point defeat to Collingwood by prevailing over the Blues, 12.10 (82) to 8.12 (60), at Marvel Stadium on Sunday.
After 11 lead changes in a see-sawing opening two-and-a-half quarters, the Saints broke clear with three-straight goals to end the third term.
Defence has been a hallmark of Lyon's coaching career and this Saints team is no exception, conceding an average of just 59.5 points per game this season.
External expectations for St Kilda were low heading into this season, but Lyon's second stint as coach at Moorabbin has started in stunning fashion.
"We don't set any long-term goals," Lyon said.
"It's self-evident in the AFL, everyone's trying to play finals otherwise you shouldn't be in.
"We're pretty level, it's six weeks in."
After going undefeated in the opening month of the season, the Blues have dropped two straight matches, starting with their 56-point thumping against Adelaide last week.
Despite dominating possession, Carlton were made to pay for their inaccuracy in front of goal in a performance that will have frustrated coach Michael Voss.
Harry McKay, who won the Coleman Medal in 2021, was wayward all day and missed two shots in a minute during a crucial period in the third quarter.
Around the same time, fellow Blues forward Jack Silvangi missed a sitter, after a fortunate 50-metre penalty, to severely undermine any potential Carlton surge.
"Early part of the year we were able to get the wins so we can keep working on our game," Voss said.
"There are some signs of progress in a few areas of our game, but there's clearly things we still need to keep working on.
"We know where we're not where we need to be."
Carlton had the six leading possession-winners on the ground, headlined by Adam Cerra (39) and Sam Walsh (38), but St Kilda's defensive system and pressure again held up.
In a major plus for the Saints, they should only grow stronger the longer the season goes as they regain more players from the injury list.
Versatile forward Tim Membrey was lively early in his first game of the season, but captain Jack Steele looked well below his brilliant best after returning from a broken collarbone suffered against the Western Bulldogs in round two.
St Kilda have a five-day turnaround before hosting Port Adelaide next Friday night, while the Blues fly to Perth to face struggling West Coast on Saturday night.
