A lamp includes a heat sink and a lamp cover mounted on the heat sink. The lamp cover includes a connecting portion. The heat sink includes a plurality of clamping portions. The plurality of clamping portions surrounds the lamp cover and is spaced apart from each other along a circumferential direction. The plurality of clamping portions each defines a recess facing the lamp cover. The recesses communicate with each other along the circumferential direction whereby an annular engaging groove is defined in the heat sink by the recesses. The connecting portion is engaged in the engaging groove whereby the lamp cover is connected with the heat sink.