A projection lamp utilizing light emitting diodes (LEDs) includes a housing, a lamp board positioned on the housing, an upper covering the lamp board, and a lens positioned above the upper cover. The lamp board includes a plurality of LEDs. A majority portion of the housing and the upper cover is composed of thermally conductive materials. The housing includes a plurality of latch holes, the upper cover includes a plurality of latching chambers corresponding to the latch holes, and the lens includes a plurality of latching members extending through the latching chambers to engage the housing latch holes.