The characterization of distance-regular Cayley graphs originated from the problem of identifying strongly regular Cayley graphs, or equivalently, regular partial difference sets. In this paper, a classification of distance-regular Cayley graphs on dicyclic groups is obtained. More specifically, it is shown that every distance-regular Cayley graph on a dicyclic group is a complete graph, a complete multipartite graph, or a non-antipodal bipartite distance-regular graph with diameter $3$ satisfying some additional conditions.