Lyon and McCarthy have been dating for 12 months, with the blonde beauty regularly uploading pictures to social media.
Last year, Lyon caused controversy following the breakdown of his 10-year relationship with ex Mel Waring.
The couple share two young daughters, Harper and Milla.
At the time of her and Nathan's split, Waring wrote to her blog Life of Lyons: "I wasn’t sure what being really alone would feel like, being shut out from him,' Mel shared in a post on her new blog.
"Since saying goodbye it hadn’t really hit me. We have lived a life where he has constantly travelled, cricket was life and touring was a given. Daddy’s at cricket, it’s easy to forget,' Mel wrote in her candid post.
"Today has been different, I have been strong, I have been brave but today I feel weak, I feel small and I feel alone.
"There are words that ring in my ear, that the girls and I don’t need to worry about anything and that they will always come first.
"These words should give comfort in something so painful yet that’s far from how life is feeling for us right now.
"I’m constantly reminded that the team of people who were once there for us both are no longer my friends but my enemy," the mum went on.
"I feel proud of the mother I am, I work hard to do whatever is necessary to care for and protect my children," Mel concluded.
"They will always be my first and only priority. My words and my actions are the same, no amount of advice or people will tell me how to go about this. We wanted to do it our way, what worked for us and our children yet I’m the only one remembering that.
"How is it so easy, to make decisions so hurtful and expect life to just go on like normal. Why am I made to feel so small when my job here with our children should mean so much more."