The present invention relates to a plasma discharge lamp for generating EUV radiation and/or soft X-rays by means of an electrically operated discharge. The proposed lamp comprises at least two electrodes arranged in a discharge space at a distance from one another to form a gap which allows the ignition of a plasma (14) in a gaseous medium between said electrodes. A metal applying device applies a metal to a surface of said electrodes. The electrodes are formed of conveyer belts (15) driven to transport the metal to said gap, wherein for each of the electrodes a shaper element (13) is provided at the gap to ensure a proper form and distance of the electrodes at the gap. An energy beam device (4) is adapted to direct an energy beam onto at least one of said surfaces in the gap evaporating said applied metal at least partially thereby producing said gaseous medium. With the proposed plasma discharge lamp high input powers can be achieved at a compact design of the lamp.