A recessed light and a lampshade thereof are provided. The lampshade includes: a shade body, including a cover member and a top plate covered on the cover member, the top plate including a notch, the notch being open at a periphery of the top plate, the shade body further including a slot, the slot being in communication with the notch, the slot having a width larger than a width of the notch, the diametric dimension of the flange being larger than the width of the notch; wherein the slot is configured to receive the flange, the notch is configured to receive the body portion, and the top plate is configured to be engaged between the substrate and the flange.