We propose hydrostatic polytropic spheres governed by the Lane-Emden equation (LEE) of index n as a novel set of physical models for axially averaged gravitational lenses anywhere in the Universe, alternative to the familiar singular isothermal sphere (SIS) and the Navarro–Frenk–White (NFW) profile, as such general polytropic spheres are conceptually simple, versatile in representing a series of equations of state, and able to address both the inner core and cusp features. As LEE is nonlinear, there exist several distinct classes of LEE solutions to serve as physical lens models. With a few scaling parameters, the complete problem can be readily reconstructed with full physical dimensions. A given mass density profile satisfying LEE produces lensing effects that are solely determined by a dimensionless parameter q which contains geometric and kinematic information about the source-lens-observer system. The lens mapping and tangential shear or distortion profile are derived, first analytically for special cases and then asymptotically at the outskirts or near the edge of the lens. Numerical procedures for calculating full lensing profiles of a general lens are developed. Our results include the analytical “singular polytropic sphere” (SPS) profile which generalizes the SIS model and may outperform the latter in modeling dark matter halos among others. We further point out that dynamic models of general polytropic spheres in self-similar evolution can serve as several broad classes of gravitational lenses and produce time-dependent lensing effects slow or fast depending on the pertinent time scales. Astrophysical sources that can be lensed include electromagnetic wave sources in the entire frequency band, gravitational wave sources in the entire frequency band, gravitons even possibly with finite masses, neutrino sources of three different types, neutron sources, and ultra high energy cosmic rays (UHECRs) of electrically charged particles which can also interact with magnetic fields. We discuss and elabrate applications to dark matter halos, hypermassive black holes and supermassive black holes in the entire Universe including the early Universe, magnetized supermassive stars, static and dynamically evolving spherical and cylindrical lenses in contexts of astrophysics and cosmology.