A light emitting diode (LED) array module includes a plurality of LEDs; and a substrate which mounts the LEDs and has a built-in cooling device for cooling heat generated when the LED is driven. The cooling device includes a heat radiation space formed on the substrate and a minute passage member which is wick- or mesh-structured to form a plurality of minute passages that operate by a heat pipe principle in the heat radiation space. The cooling device operating by the heat pipe principle is integrally formed on the substrate mounted with the LEDs, so heat radiation performance of the LEDs is enhanced, such that the LEDs can operate stably for a long time.