The electric and magnetic dipole moments of dyon fermions are calculated within N=2 supersymmetric Yang-Mills theory including the theta-term. It is found, in particular, that the gyroelectric ratio deviates from the canonical value of 2 for the monopole fermion (n_m=1,n_e=0) in the case theta ot=0. Then, applying the S-duality transformation to the result for the dyon fermions, we obtain an explicit prediction for the electric dipole moment (EDM) of the charged fermion (`electron). It is thus seen that the approach presented here provides a novel method for computing the EDM induced by the theta-term.
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