Dyke replaced David Bernstein at the head of the FA in July and has already made headlines after setting up a commission looking to improve the fortunes of the England team.
The 66-year-old was addressing guests and dignitaries, including FA president the Duke of Cambridge and FIFA president Sepp Blatter, and highlighted the importance of the Premier League and the history of the Football League, formed 25 years after the FA.
"We must never underestimate the part the Premier League plays in promoting English football at home and particularly abroad," he said.
"It is England's biggest sporting export. We should also recognise the fantastic tradition of the Football League's 72 clubs. Many happy returns to the League on its own 125th birthday this year."
As well as looking back, Dyke was also keen to stress the FA will continue to strive to improve in the future, highlighting particular battles against racism in the sport.
He said: "There has been a huge historical focus this year, and rightly so.
"We should be proud of what our founders created and what The FA has continued in their name. But we should also be proud of what we are currently doing.
"Our consistent theme across the year has been to celebrate The FA's support for the grassroots game which has always been fundamental to The FA's role in football.
"At every turn, we have highlighted the work done right across the country by 400,000 volunteers and also highlighted what is being achieved with the £100m we put back into the game every year.
"We are all privileged to spend our days involved in football, to wake up in the morning and go to bed at night with football in our lives. We sincerely owe a debt of thanks to Ebenezer Morley and his contemporaries for the work they did 150 years ago.
"But with that involvement comes responsibility, responsibility for ensuring that football continues in good health, responsibility for ensuring it continues to thrive.
"Here in England The FA's task is to ensure as many people as possible can get involved in the game."
There was also special praise from Dyke for racism campaigners Kick It Out and a promise that continual improvements will be implemented to get everyone involved in the game at all levels.
"Another notable anniversary this year is that it is the 20th year of the kick racism out of football campaign - congratulations to Kick It Out and to the outstanding work it has done," he said.
"It has achieved real success but we all know there's more to be done and the FA mustn't stop here.
"Of course things will change, nothing stays the same. But where they do it must be for the better.
"Women's football is a huge part of The FA's future, the disability game is a fundamental part of our 'football for everyone' philosophy and we have to work harder as a Football Association and as a nation to ensure there are facilities and places for people to just go out and play."
Dyke also used the occasion to remember those who lost their lives in incidents at Hillsborough, Valley Parade and Burnden Park and congratulated Roy Hodgson and the England team on securing qualification to next summer's World Cup.