A mercury discharge lamp includes: a discharge tube having encapsulated therein mercury in the form of an amalgam; and a temperature control member that controls an ambient temperature of the amalgam in such a manner as to compensate for a change in the ambient temperature of the amalgam. The temperature control member may include a bimetal supporting the amalgam at a predetermined position, and the support member is formed or constituted by a bimetal. By the bimetal deforming in response to a change in the ambient temperature of the amalgam, the temperature control member changes a spaced-apart distance of the amalgam to a filament within the discharge tube and thereby changes an influence of heat generation by the filament on the amalgam. The temperature control member may include, near the amalgam, a resistance element whose resistance value changes in response to a temperature to control heat generation thereby.