Nor did manager Bob Melvin, who remained steadfast behind his closer when the inevitable questions came.
But most important of all was the belief Lyon's teammates had in him.
"We never lost faith in him," Micah Owings said.
All of that was rewarded on a sunny Wednesday afternoon at Chase Field when Lyon helped closed out Arizona's 4-3 see-saw win over the Dodgers, which completed a three-game sweep.
"It's not just about you having confidence in yourself," Lyon said. "You want to have the confidence of management and the coaches. But for me, it's more my teammates, earning their confidence in me is something that is most important."
The win was the sixth in a row for the first-place D-backs, with all of them coming at the beginning of a 22-game stretch against National League West foes.
"They're swinging hot bats," Dodgers catcher Russell Martin said of the D-backs. "They can play and we didn't even see their ace. We'll turn it around. It's too early to start worrying after nine games. There's a lot of baseball left. It would sure be nice to get it going though."
The D-backs trailed for the first time in this series when Juan Pierre doubled home Blake Dewitt in the second inning off Owings.
A throwing error by Dodgers first baseman James Loney led to a pair of Arizona runs in the fourth as the D-backs took a 2-1 lead.
"They led early and had the momentum," Melvin said.
The D-backs' lead didn't last long as the Dodgers scored single runs in the fifth and sixth to jump back on top.
The D-backs loaded the bases with one out in the sixth against starter Hiroki Kuroda, but it looked like the right-hander was going to wiggle off the hook when he got Chris Young to pop up to short.
That brought up outfielder Eric Byrnes, who came into the game struggling at the plate with a .206 average.
"Kuroda was throwing strikes all day," Byrnes said. "I know in my approach I wasn't going to wait around."
And Byrnes didn't wait as he jumped on the first pitch he saw and smoked a single through the hole at short to score two runs and give the D-backs a 4-3 lead.
One inning later, with Owings (2-0) at 95 pitches, Melvin turned the game over to the bullpen. He wanted to stay away from his usual setup men, Chad Qualls and Tony Pena, both of whom have thrown a lot lately, so he instead brought in Juan Cruz, who held the Dodgers scoreless in the eighth.
"Cruz ended up coming up big for us," Melvin said.
Then in the ninth, Lyon came on for the first time since allowing a ninth-inning, game-tying homer to Matt Holliday on Sunday.
"It was actually good to have a few days to just sit back and let the game kind of come to me a bit," Lyon said.
The ninth didn't start out well for him as he fell behind 3-0 to Dewitt to lead off the inning.
"I definitely don't want to do that very often, falling behind 3-0 with a one-run lead," Lyon said. "I was just trying to throw strikes after that."
After two called strikes, DeWitt lifted a ball to the warning track in left, where Byrnes pulled it in.
Lyon then retired pinch-hitter Mark Sweeney and Andruw Jones easily to end the game.
"It's big for all of us, especially me, to go out there and have a good inning and locate the ball and throw it the way I wanted to throw it," Lyon said. "And I just felt comfortable out there today. Just being back in that situation was nice."
And as far as having the confidence of his teammates, Lyon has little to worry about in that regard.
"I love having Lyon as our closer," Byrnes said. "Every inning is not going to be perfect, but I have all the confidence in the world in him."
Steve Gilbert is a reporter for MLB.com. This story was not subject to the approval of Major League Baseball or its clubs.