Memphis Depay scored the important goal until 0-1 on penalties, early in the match in Turin.
It gave the French superiority with 2-0 after Lyon had 1-0 from the first match at home earlier this year.
Juventus came back and equalized just before the break, also on penalties, through Cristiano Ronaldo.
Before that, Federico Bernardesci had had a display on the right wing, and would only put in the equalizer before a Lyon defender intervened.
City in the quarterRonaldo gave Jvuentus the lead with 2 - 0. It was 2 - 1 at the break.
The Juve star also had several other chances to make it 3-1, which had taken Juventus further, but his nod in good position went over and his two free kicks a bit outside the penalty area went into the wall.
Juventus pressed hard for 3-1, but Lyon held off and now face Manchester City in the quarter-finals.