Yes, obviously. You would have to be blind to not notice that. Sooo many scenes with mentioning of that.
First episode: He wakes up, with a woman and a guy in bed. Episode S02E11 (Stewardess interruptus): Raj, a former lover of him is found dead. All of Lucifers lovers from the last 3 Months are questioned, the whole police HQ is packed with them and a lot of them are men. In season 3, there is a little more attention on this, but his bisexuality was never in question. At all.