A plug-in structure has at least one set of male plugs and female plugs that are mated, wherein the male plug has a pin, and the female plug includes: a mounting base, which is provided with a mounting channel for inserting the pin; multiple sets of reeds, arranged in the mounting channel at intervals along the length direction of the mounting channel for clamping the pin. A lamp can be made with the plug-in structure. According to the plug-in structure and the lamp with the plug-in structure, the multi-stage reeds are arranged in the mounting channels to clamp the pins, so that the pins can be kept straight and flat and are not prone to deforming, the insertion and extraction force can be increased, and the assembly failure rate can be reduced.