A shade assembly of projection lamp comprises an insulating body, two fixing members, two conductive plates and two resilient members. The insulating body has two receiving spaces therein and two insertion holes. The two fixing members each has a receiving recess for the conductive plate, one end of the fixing member is inserted and tightened into the receiving space. The two conductive plates each has a first lateral side and a second lateral side. The two conductive plates being arranged within the receiving recesses for a conductive plate; the conductive plate has a bottom end facing the insertion hole. Each of the two resilient members is provided between the insulating body and the conductive plate to enhance the clamping force for the conductive plate. The receiving space has an inner wall provided with an indent groove to prevent dragging out of the fixing member.