A lighting module comprises an LED and a lens over the LED. The lens has a beam shaping surface and a pass through surface with a stepped profile. The steps of the stepped profile each comprise a riser portion and an output portion, wherein the riser portions are parallel with the ray direction passing through the surface at that location and the output portions are normal to the ray direction passing through the surface at that location. The pass through surface for example performs no beam shaping function. The stepped profile enables the thickness of the lens to be reduced to reduce the amount of material needed.