A heat sink assembly includes a plurality of fins (10), a pair of ducts (20), and a frame (30) receiving the fins and the ducts therein. Each fin defines a pair of through holes (11) therein. A tapered tab (14) and a plurality of locating tabs (15) extend from each fin around a periphery of each through hole. A pair of locating portions (16) extends horizontally from opposite ends of each fin, for forming intervals between the fins. The ducts are inserted into the corresponding through holes of the fins, and are in thermal contact with the tabs. The fins and the ducts are then placed into the frame to form the heat sink assembly.