I have a Samsung Galaxy S4, but see if you can set a common wallpaper through a similar path: Settings > My device > Display > Wallpaper > Home and lock screens.
UPDATE 2013-12-06: Another solution you could try is to clear the default app for pictures. If it's a 3rd-party app like QuickPic, go to your phone's Application manager (via Settings), select the 3rd-party app, and do a Clear defaults.
Afterwards, open the Gallery app (not a 3rd-party app like QuickPic), pick a photo, left-soft-click to open a menu, and click Set as. You can pick either: Home screen, Lock screen, or Home and lock screens. Source.