Erik ten Hag's side will face the French Ligue 1 outfit at Murrayfield, regarded as the home of Scottish rugby, before they begin a four-game tour to the United States on July 22 to prepare for next season.
It will be the fifth time United have played Lyon after they met in the 2008 Champions League last 16 when United won 2-1 on aggregate.
"This will be the first time we've played at Murrayfield and we're really looking forward to performing in front of our Scottish fans," United Football Director John Murtough said in a statement.
"This is an important competitive match for our squad as we commence our preparations for the season ahead.
"With a 14.00 kick-off (on Wednesday) during the school holidays, we hope many families and young fans from all over Scotland and the UK will be able to travel to the game."
