Dyson is the co-creator of the West End play "Ghost Stories", and a member of the sketch comedy team The League of Gentlemen, the latter along with fellow performers Mark Gatiss, Steve Pemberton, and Reece Shearsmith, all of whom he met while they were studying at Bretton Hall drama school. The League of Gentlemen initially began as a stage act in 1995, which was then transferred to BBC Radio 4 in 1997 as "On the Town with the League of Gentlemen", and then became a television series on BBC Two in 1999. The latter saw Dyson and his colleagues awarded a British Academy Television Award, a Royal Television Society Award, and the prestigious Golden Rose of Montreux.