A protective device and a candle wick burning lamp assembly are provided, wherein the candle wick burning lamp includes a container and a candle wick structure. The candle wick structure includes a candle wick body and a support base fixed with one end of the candle wick body. The support base is placed at a bottom of the container. The bottom of the container is in a circular structure. The protective device includes a central portion and a branch portion. The branch portion is connected to the central portion. A length of the branch portion is 0.7 to 1 time a radius of the circular structure. At least two branch portions are arranged. At least one of the at least two branch portions and/or the central portion are provided with a through hole. The through hole allows the candle wick body to pass through.