Cascade Delete does not work on Custom Lookup Fields

Enable the option : "Delete this record also. This allows users to delete large numbers of records without regard for sharing or visibility constraints." on the Custom Lookup Fields. 

Steps in Lightning :

1. Click on Setup 
2. Object Manager
3. Select the Object the custom lookup field is created
4. Open the Lookup Field 
5. Select the Edit Button 
6. Put a tick mark on the option : "Delete this record also. This allows users to delete large numbers of records without regard for sharing or visibility constraints."
7. Hit Save

Steps in Classic :

For Standard Objects with Custom Lookup Field : 

1. Click on Setup. 
2. Look for the Object the lookup field is created 
3. Click on Fields 
4. Open the Lookup Field 
5. Select the Edit Button 
6. Put a tick mark on the option : "Delete this record also. This allows users to delete large numbers of records without regard for sharing or visibility constraints."
7. Hit Save

For Custom Objects with Custom Lookup Field : 

1. Click on Setup 
2. Open Objects
3. Select the Object where the custom lookup field is created
4. Look for "Custom Fields & Relationship"
5. Open the Lookup Field 
6. Select the Edit Button 
7. Put a tick mark on the option : "Delete this record also. This allows users to delete large numbers of records without regard for sharing or visibility constraints."
8. Hit Save



Please Note:  Salesforce Support will need to set the permission "Enable cascade delete on custom lookup relationships" to see the option, "Delete this record also".