Lysosomes are the site of degradation of obsolete intracellular material during autophagy and of extracellular macromolecules following endocytosis and phagocytosis. The membrane of lysosomes and late endosomes is enriched in highly glycosylated transmembrane proteins of largely unknown function. Significant progress has been made in recent years towards elucidating the pathways by which these lysosomal membrane proteins are delivered to late endosomes and lysosomes. While some lysosomal membrane proteins follow the constitutive secretory pathway and reach lysosomes indirectly via the cell surface and endocytosis, others exit the trans‐Golgi network in clathrin‐coated vesicles for direct delivery to endosomes and lysosomes. Sorting from the Golgi or the plasma membrane into the endosomal system is mediated by signals encoded by the short cytosolic domain of these proteins. This review will discuss the role of lysosomal membrane proteins in the biogenesis of the late endosomal and lysosomal membranes, with particular emphasis on the structural features and molecular mechanisms underlying the intracellular trafficking of these proteins.