The meeting ended with a score of 3: 1 in favor of the French team.
The victory was brought to Lyon by goals from Eugenie le Sommer, Saki Kumagai and Sara Bjork Gunnarsdottir.
Wolfsburg responded with a goal from Alexandra Popp.
This is Lyon's fifth consecutive UEFA Champions League award, which the club have won a record seven times in total. Wolfsburg have won the tournament twice in the past.
Earlier it was reported that the match for the UEFA Super Cup between Bayern and Sevilla is in jeopardy.