A warning lamp has a first assembling member, a second assembling member, a clamping space, an illuminating unit and a battery unit. The first assembling member is pervious to light and has a concave clamping section. The second assembling member is detachably and securely connected with the first assembling member and has a concave pressing section. The clamping space is formed between the pressing section and the clamping section and is capable of receiving a bar. The illuminating unit and the battery unit are securely mounted in the first assembling member. Because the second assembling member is detachably and securely connected with the first assembling member, the warning lamp can clamp different objects at different positions of the objects.