The theory of time scales that can unify and extend continuous and discrete analysis has proved to be more accurate in modeling the dynamic process. The Lie symmetry approach, which is an effective way to deal with different kinds of dynamical equations in a variety of areas of applied science, is to be analyzed on time scales. We begin with the Lie group of point infinitesimal transformations on time scales and its corresponding extensions. And the invariance of dynamical equations on time scales under the infinitesimal transformations is discussed. More specifically, the Lie symmetries for dynamical equations of mechanical systems on time scales including Lagrangian systems on time scales, Hamiltonian systems on time scales, and Birkhoffian systems on time scales are investigated as applications. Thus, the corresponding conserved quantities for mechanical systems on time scales are derived by using the Lie symmetries. Examples are given to illustrate the application of the results.
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