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Gravitational lensing deflects the paths of photons, altering the statistics of cosmic backgrounds and distorting their information content. We take the cosmic infrared background (CIB), which provides plentiful information about galaxy formation and evolution, as an example to probe the effect of lensing on non-Gaussian statistics. Using the Websky simulations, we first quantify the non-Gaussianity of the CIB, revealing additional detail on top of its well-measured power spectrum. To achieve this, we use needlet-like multipole-band filters to calculate the variance and higher-point correlations. Using our simulations, we show the two-, three- and four-point spectra, and compare our calculated power spectra and bispectra to Planck values. We then lens the CIB, shell-by-shell with corresponding convergence maps, to capture the broad redshift extent of both the CIB and its lensing convergence. The lensing of the CIB changes the three- and four-point functions by a few tens of per cent at large scales, unlike with the power spectrum, which changes by less than two per cent. We expand our analyses to encompass the full intensity probability distribution functions (PDFs) involving all n-point correlations as a function of scale. In particular, we use the relative entropy between lensed and unlensed PDFs to create a spectrum of templates that can allow estimation of lensing. The underlying CIB model is missing the important role of star bursting, which we test by adding a stochastic lognormal term to the intensity distributions. The novel aspects of our filtering and lensing pipeline should prove useful for any radiant background, including line intensity maps.