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God, the Sublime, is All-Wise and all His actions are based on wisdom. Therefore, all creatures have been created according to God's divine wisdom. He has granted them the best shape and form that they deserve. Satan's creation of fire is based on the divine wisdom as well. Satan is one of the types of Jinn and it has been created from the fire with jism-e latif (subtle corpus). In a general classification, the objects are divided into two kinds:
Kathif (gross) objects e.g. the corpuses of animals and human beings which have been made of clay, and latif (subtle) objects such as the corpus of the Jinns who have been created of fire.
These two types of objects have volume and quantity, but that they are different from each other. The difference between them is that Satan is not visible to humans. Owing to its delicacy or subtlety, it is able acquire different shapes and forms and it can infiltrate anything and go anywhere it wishes. But man is visible to Satan and it is not possible for him to change his mode and place of existence quickly because he is subject to gradual motion.
The wisdom behind the Satan's creation of fire can be summed up in the following points:
First: Test of Satan
The Holy Quran has talked about Iblis (Satan) as a physical being made of fire. He is portrayed as a rebellious creature, basking in glory of the matter he was made of and showing arrogance to man, who was made of clay. To Satan’s mind, fire is far superior to clay because it can destroy clay with its power. Satan's creation of fire was to test him whether or not he would become arrogant by his appearance. The cause of his rebellion against God was the high regard in which God had held Adam when He created him and for his forthcoming role on earth, especially when God ordered the angels to prostrate themselves to Adam. As the Quran implies, Satan was part of the angelic group. Satan disobeyed God and argued as such: "You created me from fire, and You created him from clay.” 
Second: Test of Man
Satan is man's sworn enemy; he is a seductive entity causing man to mistake his beliefs. He calls him to sin and rebellion in his conducts and behaviors. He is the source of temptation, deception and deceit. He makes false look as right. Trick is his method; he deviates man through ways which are not known to him. Owing to its subtle body, Satan can penetrate the human's interior and can influence his mind and conscience. However, Satan's adverse influence on humans is because of their own bad choice. That is to say, man himself lets Satan enter his heart, otherwise if he does not want Satan to enter his heart, there is no way Satan can influence him.
Although Satan is invisible to man because of his subtle nature, he must be careful not to be harmed by him. He should stay away from such an enemy who is likely to deceive him at any moment. The Quran says, "O children of Adam! let not the Satan cause you to fall into affliction as he expelled your parents from the garden, pulling off from them both their clothing that he might show them their evil inclinations, he surely sees you, he as well as his host, from whence you cannot see them." This is a test of man to be faced with such an enemy.