A slat assembly may include a slat having a first and second receiving portion. The first and second receiving portions being a pair of bent portions forming an acute angle. The slat assembly may further include an insulation layer lined on the slat. The slat assembly may further include a retaining mechanism disposed on the insulation layer to press a first portion of the insulation layer into the first receiving portion of the slat and to press a second portion of the insulation layer into the second receiving portion of the slat such that the retaining mechanism may cooperate with the first and second receiving portions to hold the insulation layer between the retaining mechanism and the slat without puncturing or penetrating the insulation layer with fasteners. A roller shutter including the slat assembly. A method of manufacturing a slat assembly and a method of manufacturing a roller shutter.