We present a detailed temperature‐dependent (4–300 K) spectroscopic study of DyMnO3 single crystals with distorted perovskite structure. Energies of 36 crystal‐field levels of Dy3+ in paramagnetic DyMnO3 were determined. The Dy3+ ground Kramers doublet does not split at TnormalNMn and splits below Tlock = 18 K. The splitting grows fast at temperatures near TnormalNDy and reaches Δ0 ≈ 11 ± 2 cm–1 at 4 K. Using the experimental temperature dependence Δ0(T), we calculate the dysprosium magnetic moment mDy(T) and the dysprosium contribution into specific heat and magnetic susceptibility. Analysing all the experimental data, we conclude that the Dy–Mn interaction is of the Dzyaloshinskii–Moriya type.