The Parc de la Tête d'Or or Golden Head Park in English is located in the city of Lyon itself. It is a beautiful (free) park that now includes a mini zoo inside. You can see many different animals from pandas to giraffes. 

I love this place, I have been going there ever since I was born whether it was cycling with my father, or just walks with friends. 

Here is a link to a very nice video about the park : https://www.youtube.com/watch?v=NoeyaYiC_EQ