A high pressure discharge lamp which achieves a long life of at least 3000 hours and in which variations in lamp characteristics are suppressed is disclosed. In the high pressure discharge lamp of the present invention, during manufacturing of an electrode, a covering member 123 having a coil shape and being made of refractory metal is applied on a discharge side end of an electrode rod 122 made of refractory metal so as to cover a circumference of the electrode rod 122 in a vicinity of the discharge side end. The discharge side end 124 on which the covering member 123 is applied is fused into a semi-sphere by intermittently heat fusing the discharge side end according, for instance, to arc discharge or laser irradiation.