A lamp electronic ballast with a piezoelectric cooling fan. Use of ballast-driven lamps is limited in some lighting applications by thermal considerations. For example, the problem of heat removal from compact fluorescent lamps with integrated ballasts has limited their use. Similarly, the use of ballast-driven fluorescent lighting in high hat and other closed luminaire applications has been limited by thermal considerations. Thermal management of ballasts for such thermally sensitive applications is provided by a piezoelectric fan integrated with the ballast. The power to drive the fan may be obtained from the same AC line input that supplies the ballast, or from an AC ripple voltage present at the output of a rectifier in the ballast, or from the output of the ballast to the lamp, or from any suitable circuit location in the ballast. The fan maybe a membrane-type spot-cooler comprising a thin membrane carried by a frame mounted adjacent a hot spot. The membrane has one or more holes in it and is vibrated about a central plane by suitably spaced piezoelectric elements attached to the membrane.