The mass needed for a Dyson sphere *may* be present in the Solar System (though I doubt it), but if a lot of that mass is gas or water (which isn’t unlikely, considering the gas giants are very low density, and Jupiter is more than half the mass of the known satellites of the Sun), even assuming energy exists to gather it all to an orbit untroubled by existing bodies (such as the Earth, which we’ll need in the meantime), there just isn’t enough material. Larry Niven’s estimate of the mass needed to build just his ringworld was equal to Jupiter, and its orbit radius is 1 AU.
http://larryniven.wikia.com/wiki/Ringworld
[snip] In Ringworld’s Children it is additionally explained that it took the reaction mass of roughly 20 Jupiter masses to spin up the ring; thus the combined mass of the planets of the original system was that much larger than our solar system’s. [/snip]