A heat sink (10) includes a plurality of fins (12) joined with each other. In one embodiment, each fin includes a main body (13) with an elongated flange (14) and two shortened flanges (16) extending from each of two opposite sides thereof. The shortened flanges extend from the body in an opposite direction to the elongated flange with the elongated flange located therebetween. The elongated flange (14) defines two holes (142) at respective opposite sides thereof and each shortened flange (16) provides an engaging piece (164) in alignment with one hole of the elongated flange. The engaging pieces of one fin engage in corresponding holes of an adjacent fin to thereby combine the fins together.