But he now has two of them, and gives dating advice to others online.
Lyons was in a relationship with Shedd, 26, when the pair decided to "explore adding other people" in a very casual way.
"Then we met Jane and everything just seemed to fall into place," he says in the video above.
Lyons, originally from East London, now lives with Shedd, Shalakhova and their two children.
He and Shedd have a son together, called Dante. Shedd has another son from a previous relationship, called Oliver.
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"I think a lot of people look at our relationship and say 'that's really strange, he's obviously some kind of evil player and he's manipulated them'," Lyons says.
"There are other people who say 'I wouldn't want to expose my children to three parents'. But I think what people need to realise is that, nowadays, three parents is kind of the norm."
Lyons compares the arrangement with his two girlfriends to that of divorced parents, but says his children benefit because all three of their parents still live in the same house.
"They're raised in an environment where we're loving, we look out for each other and we care for each other," he adds.
Shalakhova agrees that three parents is better than two for everyone involved.
"Three people is better than two because there is more people and more fun," she says.
"There are two more people to help out out when you're down or if you have any troubles."
Shedd adds that she doesn't necessarily think three people are better than two, but it works for them and that's all that matters.
He wants to empower others to choose a relationship that is outside the "norm".
"I'm not saying everyone out there should have this relationship," he says. "I'm saying that everyone out there should feel free to explore their relationship."
Constant texting or using other virtual modalities. You notice your mate is constantly on, or checking, the phone or computer, at all hours of the day and night. You may also have discovered your mate has joined new social networks without telling you. (credit:Shutterstock)
Schedule Changes(02 of10)
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Sudden changes in schedule or chronically cancelling plans. For example, you and your mate routinely have dinner every Thursday night at your favorite restaurant, but lately your partner has been cancelling and coming up with a number of different excuses. (credit:Shutterstock)
Fight Starter(03 of10)
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Starts fights and makes accusatory statements more often. You notice your mate is more on edge and starts fights more often. This also might include suddenly accusing you of cheating. This could be a guilty conscience at play. (credit:Shutterstock)
Emotional Withdrawal(04 of10)
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Being emotionally withdrawn. It's never a good sign when it takes effort to make even basic conversation with your mate, and also when your partner no longer asks for more in-depth details about things going on in your life. (credit:Shutterstock)
Being Secretive With The Phone(05 of10)
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Every time the phone rings, your companion goes to another room to take the call. Or you notice the immediate deleting of emails and text messages and keeping the phone face down at all times. (credit:Shutterstock)
Changing Passwords(06 of10)
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Your mate frequently changes telephone, email and social networking site login information. (credit:Shutterstock)
Constantly Working Late(07 of10)
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Your mate is constantly coming home late and blames it on their work schedule -- even when it is not the busy season. The same would hold true for a higher volume of business trips. (credit:Shutterstock)
Sex Is Different(08 of10)
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Changes in sexual patterns and/or alertness. You and your mate used to have sex 3 to 4 times per week but lately, your partner seems disinterested and now you have sex only once a week or less. Or, your mate asks you to try new positions or "toys," even knowing you may not be comfortable with it. (credit:Shutterstock)
More Showers(09 of10)
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Immediate shower upon arriving home, especially when it was not routine before. Upon returning home, your mate immediately runs to the shower before greeting you in an effort to wash away any evidence. (credit:Shutterstock)
Changing Underwear(10 of10)
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You notice your mate has been wearing new and sexier under garments. Or, you find your mate's under garments in the garbage. (credit:Shutterstock)