An LED lamp (100) includes a plurality of LED modules (20) and a thermal module (30). Each of the LED modules has a plurality of LEDs (220). The thermal module is secured to a side of the LED modules. The thermal module includes a plurality of fins (320). The fins are stacked with one above another with a gap defined between two adjacent fins. Each of the fins defines two opening (325). The openings of the fins coincide with each other from top to bottom so as to form two channels (328). The channels are used for air to flow therein to exchange heat with the fins.