The present invention concerns a balloon inflatable with air and containing a light source (lamp) inside. The balloon (1) consists of a plurality of segments (5, 5', 5'', etc.) made from polyester or polyamide (nylon), which along a meridian line (6, 6', 6'', etc.) are mutually connected. This connection according to the invention is effected by high frequency (HF) welding, which other than sewing technologies ensures that owing to the melting of at least one intermediate layer of thermoplastic material absolute air-tightness of the connecting zone of the neighboring segments, and thus of the whole balloon (1), can be obtained.