Lucifer retained his wings, even after his fall from grace. However, when he and Maze abandoned Hell, they arrived at a beach in Los Angeles, where Lucifer expressed his hatred towards God by having Maze cut off his wings.
Lucifer put the wings in a secret compartment in his container. In "Favorite Son", the container was stolen by Renny under unknown circumstances. Lucifer retrieved the container, but, unfortunately, he did not find the wings where they were supposed to be.
Lucifer later burnt them in front of Amenadiel, as the angel was the one that had tipped Grant off to steal the wings, in an attempt to encourage him to go back to Hell.
Unknown to Lucifer, Maze kept a small feather belonging to his wings. When Amenadiel was dying from a fatal wound with no hope of survival, Maze revealed the feather to him and used it to heal the wound.
In "The Good, the Bad and the Crispy", after being knocked unconscious, Lucifer awakens in the desert with his wings restored.
In "They're Back, Aren't They?", Lucifer attempts to solve the mystery of the return of his wings. While Amenadiel thinks that God restored Lucifer's wings as a sign of forgiveness, Lucifer comes to the conclusion that God is not behind it. Instead, after learning of "the Sin Man", Lucifer thinks that "something darker" is behind the return of his wings. Lucifer also discovers that along with regaining his wings, he has lost his "devil face." Lucifer cuts off his wings once more and they are found by Amenadiel, but he later discovers that they returned again when he did so. Amenadiel has also not regained his wings or his powers.