Fremantle has travelled well this season, winning four of five games in Melbourne.
But Lyon said winning away was just part of being a great team.
“It’s about mental toughness and making the harder choices and having no excuse,” he said on 6PR’s Sports Today.
“That will be our philosophy.
“When you are a good team, you win anywhere, against anyone at any time.
“If you’re a marginal team, then travel becomes an issue.”