Gary graduated from the University of Notre Dame with a BA in Economics in 1965.  He served in the Navy on the USS Isle Royale, and thereafter in the reserves, reaching the rank of Lt. Commander.  After working for ten years in Insurance and Real Estate development, he began drilling wells in Oklahoma, exploring for oil and natural gas.  In 1986 he founded EMC Gas Transmission Co, one of Michigan's first natural gas management and sales companies.  This business was sold in 2000.  Dillon continued managing the business for the successor companies through June of 2002.

In 2003, Gary founded Dillon Energy Services, which is active in the deregulated natural gas and power market as well as providing energy management services, lighting retrofits, HVAC services and controls to schools, public sector clients, and industrial and commercial clients.