A lamp includes a lamp cover, a light emitting diode (LED), and a lamp holder. The lamp holder includes a lamp seat, an inner cover, and an outer cover. An annular groove into which a head of the lamp cover is mounted is provided in the lamp seat. The inner cover, formed by a permanent portion and a movable portion firmly combined or attached to each other, includes two or more channels running longitudinally through its hollow interior body in communication with two or more openings or through holes extending through the lamp seat. Legs of the LED pass through the through holes and extend into the longitudinal channels of the inner cover to make an electrical engagement with lead wires projecting upwardly from the bottom end of the longitudinal channels. The inner cover is completely inserted into the outer cover.