An electrical connector cage assembly includes a connector casing, a heat sink, and an attaching part. The heat sink includes a base and a plurality of fins extending from a top surface of the base. The fins extend above a marginal area of the top surface to form an open slot with the marginal area. The open slot has two end openings and a side opening extending to the end openings. The attaching part passes through the open slot and protrudes from the end openings to be detachably engaged with the connector casing to detachably fix the base onto the connector casing. Therein, the attaching part is separable from the heat sink from the side opening. An electrical connector includes a circuit board, an electrical connector base, and the electrical connector cage assembly. The electrical connector base is electrically connected onto the circuit board and exposed from the connector casing.