A lamp includes a lamp cover, a light emitting diode (LED), and a lamp holder, wherein the lamp holder includes an inner cover and an outer cover. The inner cover includes a pair of movable parts each having a top portion and a bottom portion. Two longitudinal channels are formed through the internal space of the inner cover and are in communication with through holes in the top portion and the bottom portion. The LED legs extend downwardly through the through holes of the top portion and make electrical contact, in the longitudinal channels, with lead wires projecting upwardly through the through holes in the bottom portion. The inner cover is inserted into the outer cover to form an annular groove intermediate the outer wall surface of the inner cover and the inner wall surface of the outer cover. The lamp cover head is mounted in the annular groove.