For weight lifting generally, the evening is preferred as our body temperature is normal. However, this might not be the case for all. It all depends from person to person. Some people prefer to do weight training even in the afternoon.
As per research, weight training in the evening might be the best option. This is because of the functioning of two hormones, which are believed to play an important role in muscle building: Cortisol and Testosterone.
Cortisol, apart from other things it contributes to, also helps to regulate blood sugar level by breaking down muscle tissue when required. This process is called catabolism. On the other hand, testosterone helps to build muscle by utilising protein, which is referred to as anabolism. The level of both cortisol and testosterone are highest in the morning, while the level of cortisol drops by the evening.
The study suggests that the ratio of testosterone to cortisol is highest in the evening, which might be beneficial in building muscle.