In the weak field approximation, we study the gravitational lensing by spherical symmetric compact object immersed in magnetic field in the presence of magnetized plasma. The external magnetic field causes the split of the deflection angle of the photon, Einstein ring and Einstein cross as the counterpart of the Zeeman effect. In particular, the magnetic field affects the magnification of images, creating additional components. We also study the time delay of an electromagnetic signal due to the geometry and the gravitational field around the lensing source. We show that the time delay of the electromagnetic signal strongly depends on the plasma parameters, and it slightly decreases in the plasma in comparison with that in vacuum.