Though it never refers to it by name, the novel Elven Star, volume 2 of the Death Gate Cycle by Margaret Weis and Tracy Hickman features a Dyson Sphere featuring 4 suns in its center.
Lenthan has sent away for a human expert on rocketry but has instead gotten Zifnab, a bizarre long-bearded fellow who seems utterly senile, especially since he seems to think he's some person named "James Bond" one moment, and "Dorothy Gale" the next; his "dog Toto" (actually one of Pryan's native "dragons") spends a lot of time reining him in.
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