The devil hates light, as it reminds him of Jesus, the "Light of the World."
There is an old tradition of distributing blessed candles on the feast of the Presentation of the Lord on February 2. Candles can also be blessed by any priest on any day of the year.
The blessing makes these candles into “sacramentals,” an extension of the sacraments of the Church and a channel of divine grace.
One spiritual benefit of blessed candles is their ability to drive out the demonic. This is clearly shown in the blessing found in the Roman Ritual.
Lord Jesus Christ, Son of the living God, bless + these candles at our lowly request. Endow them, Lord, by the power of the holy + cross, with a blessing from on high, you who gave them to mankind in order to dispel darkness. Let the blessing that they receive from the sign of the holy + cross be so effectual that, wherever they are lighted or placed, the princes of darkness may depart in trembling from all these places, and flee in fear, along with all their legions, and never more dare to disturb or molest those who serve you, the almighty God, who live and reign forever and ever.
Candles have always been used in the Church in both a symbolic and sacramental way. From ancient times the lighted candle has been seen as a symbol of the light of Christ. This is clearly expressed at the Easter Vigil, when the deacon or priest enters the darkened church with the single Easter candle. Jesus came into our world of sin and death to bring the light of God to us. He expressed this idea clearly in the Gospel of John: “I am the light of the world; he who follows me will not walk in darkness, but will have the light of life” (John 8:12).
We should remember that the candle itself does not “drive out” demons, but it is Jesus, the “Light of the World” who does so. Since demons despise all light and dwell eternally in darkness, it is fitting that these blessed candles would have such an effect.
Ask your local priest about blessing any candles you may have, and use them when you pray, asking God to drive out any darkness in your life.