The invention provides a circuit changing switch which comprises a rotary element, an output shaft, a fixed plate, a sealing ring and a sealing gasket, wherein a limit board is disposed on the middle portion of the output shaft. The fixed plate is mounted on a mounting frame, a stepped hole is formed in the center of the fixed plate, and the fixed plate is sleeved on the output shaft and is fixedly connected with the rotary element. The sealing ring is sleeved on the output shaft and is clamped between the limit board and the wall of the stepped hole, so that the output shaft is avoided from contacting with the wall of the stepped hole directly, the sealing hole is compressed to deform and fills a gap between the output shaft and the stepped hole, and inner seal of the fixed plate is improved. A punched hole is formed in the sealing gasket, the sealing gasket is sleeved on the output shaft and is clamped between the fixed plate and the mounting frame, and outer seal of the fixed plate is improved. Therefore, inner seal and outer seal of the fixed plate of the circuit changing switch are good, and effect of waterproof is achieved effectively. The invention further provides a lamp with the circuit changing switch.