Embodiments of the present invention provide a sunshade lamp fixing device, comprising: a lower sunshade disc, a sunshade disc plug and a lamp fastener; wherein the lower sunshade disc is disposed below a sunshade canopy of the sunshade; the sunshade disc plug is fixed at a lower end of the lower sunshade disc; the lamp fastener is detachably mounted at a lower end of the sunshade disc plug, and the sunshade lamp is detachably fixed on the lamp fastener. The sunshade lamp fixing device according to the embodiments of the present invention is simple in structure, detachable and convenient in operation and use. Embodiments of the present invention further provide a sunshade having a sunshade lamp fixing device.