The deadlift needs a closer examination. In general, I recommend not wearing them when deadlifting as the deadlift has relatively little knee flexion (compared to the squat), and thus, you probably won’t feel the need to wear sleeves. Also, the sleeves provide a slight, additional thickness with which you have to deal when endeavoring to keep the bar close when dragging it up your legs.
For these reasons, I recommend not wearing sleeves when deadlifting, but if you knees bother you a bit when pulling, then wear them as their presence is not a make-or-break issue.
When Do You Wear Them?
As with many things, don’t complicate the issue. Some lifters will leave their knee sleeves down around their ankles when the weight is light and wait until later in the warm-ups before hiking them up into position. If you prefer to do this, I recommend pulling them up for your last warm-up so you’re used to wearing them before you get to your work set.
Most lifters, however, simply pull their knee sleeves all the way up into position when they initially put the sleeves on - it’s one less variable with which to deal later on. In this case, the lifters perform all of the warm-ups as well as the work sets with the sleeves at the knees.
