We study the gravitational lensing in the weak field approximation assuming the presence of a plasma and of a magnetic field around a compact gravitational source. The external magnetic field causes the split of the image, as the counterpart of the Zeeman effect. 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 source. We show that the time delay strongly depends on the plasma parameters. Lastly, we consider the effects of the presence of an inhomogeneous plasma on the gravitational lensing.