A cable tray is provided. The cable tray may include first and second side rails with a rung located therebetween. The rung may be attached to the first side rail by way of a first clinching connection. The rung may be attached to the second side rail by way of a second clinching connection. In accordance with other embodiments, first and second lancing connections may be used instead of or in addition to the clinching connections. A method of constructing a cable tray is also provided.