Use contrasts. These contrasts can occur between the characters in your story and the readers or they can occur between your characters and the world around them. For instance, your character might be a naive teen who moves to New York to become a theater actress. When she arrives, she meets a pimp who pretends to be an agent. Your readers already know that the "agent" is actually a pimp, thus creating the dramatic irony in your tale.
Set up expectations. These expectations can occur with your characters, such as the naive theater actress and the expectations she has when she arrives in New York; or they can occur with your readers. For instance, in Flannery O’Connor’s short story “Good Country People,” the author sets up readers’ expectations about a Bible salesman by making him appear humble and spiritual, like “good country folk.” The irony in the story occurs when the reader learns that Bible salesman is anything but humble and spiritual. In O’Connor’s story, the dramatic irony occurs for both the reader and the main character when we learn the truth about the Bible salesman.
Create a backdrop for the character that will create dramatic irony. For instance, the young theater actress might have actually run away from an abusive home life. She reveals this to the pimp and he then promises never to mistreat the young woman. The fact that the young woman, who thinks she has fled from abuse, is unknowingly jumping right into another abusive relationship is ironic.
Create dramatic irony by having your characters desire one thing only to learn it doesn’t fulfill them the way they thought it would. Let’s say your character is a depressed, young man who wants to be a rock star, thinking that being rich and famous will make him happy. But once he achieves all the fame and fortune he could ever possibly dream of, he is still unhappy; in fact, he is now suicidal. The dramatic irony occurs when the young man realizes he has gotten everything he wants and is still unfulfilled.
Create dramatic irony by having your characters get the exact opposite of what they wanted. For instance, the young woman who swore she’d only marry a rich man, ends up falling in love with a poor one.
Create dramatic irony by placing your character in the same position that he has placed someone else in. The kid who plays a mean-spirited prank on his classmates ends up being the victim of a cruel prank instead. An evil prison guard ends up being imprisoned by one of his victims. A husband who dumps his wife for a younger woman ends up being dumped by his younger wife for an even younger man. Each of these examples can create dramatic irony in your stories.