The invention discloses a lamp with a nut anti-falling structure, comprising a lamp body and a lamp housing, wherein the light housing comprises a front cover and a rear cover which are matched with each other and fixed together by a bolt and a nut, a nut positioning groove is arranged on the front cover or the rear cover, a positioning piece is arranged in the nut positioning groove, the nut is limited in the nut positioning groove through the positioning piece and can not deviate or rotate, the nut positioning groove is provided with a penetrated connecting hole, and a screw hole of the nutafter being limited is correspondingly communicated with the connecting hole of the nut positioning groove. The invention provides the lamp which is reliable to assemble and simple and convenient to operate, can effectively prevent the nut from rotating and deviating and has the nut anti-falling structure.