An LED downlight mounted onto a construction wall panel comprises a light source module and a heat sink holder. The light source module includes a light projection portion, a base to hold the light projection portion and a first coupling portion connected to the base. The heat sink holder includes a second coupling portion fastened to the first coupling portion and a first cooling portion formed on the outer surface of the heat sink holder and extended along the extension direction of the construction wall panel. The base and first cooling portion have respectively a first clamp surface corresponding to a decorative surface of the construction wall panel and a second clamp surface corresponding to a mask surface of the construction wall panel. The first and second clamp surfaces are respectively in contact with the decorative surface and mask surface to clamp the construction wall panel.