Demons looks exactly like human, except for when they have their wings out, although they can hide them at will. Most demons have only a pair of bat-like wings, but there are exceptions. Lucifer has 12 large, pillar-like, devil wings, Phenex has golden eagle-like wings of fire and Satan has large, crimson red, dragon-like wings.
As demons and devils are still members of the same race, demons possess all the average powers and abilities as devils (increased physical abilities, enhanced senses, see in the dark, flight, & language). Also, as the original members of this clans, they have mastery of this clans power in a much higher degree than even Ultimate-class Devils.
Demons also have massive amounts of demonic power. In demons are so powerful only those in the position of Maou or have power rivaling a Maou are strong enough to fight them evenly.
Demons hold some of the weaknesses of devils. They get burned by Holy Light and suffer from headaches when listening to prays or someone reciting from the bible. Although they have strong immunity towards most holy objects because of this immense power, they are still vulnerable to Holy Swords and the Holy Relics.