A high pressure discharge lamp with auxiliary lamp comprises: a high pressure discharge lamp having an arc tube and at least one sealing portion, a pair of main electrodes, and a pair of feeders supplying power to the main electrodes; an auxiliary lamp having an airtight case, an inner electrode, and an outer electrode, wherein the inner electrode is arranged at a position so as to part the inner space to large and small spaces, the outer electrode is arranged at a position so as to face the large space, the auxiliary lamp as arranged as the large space faces the sealing portion.