Step1: Please open the “Photos” of your iPhone.
Step2: Please click on the item “Photos” in the lower-left corner.
Step3: You can see all your photos over here, click on one of your wanted photos.
Step4: Click on the bottom left button “Share”→ choose the option “Use as Wallpaper”.
Step5: Click on the button ”Set”, then this photo can be successfully set as your iPhone’s wallpaper.