A lamp includes an enclosure that is at least partially optically transmissive and a base. One or more LEDs are located in the enclosure and are operable to emit light when energized through an electrical path from the base. A heat sink having a heat dissipating portion that is at least partially exposed to the ambient environment and a heat conducting portion that is thermally coupled to the at least one LED transfers heat from the LEDs to the ambient environment. The heat sink includes fins that are located in the enclosure. A housing is press fit between the heat dissipating portion and the heat conducting portion and forms part of the heat sink. The housing is thermally coupled to the heat sink and is made of thermally conductive material and is at least partially exposed to the ambient environment. The housing defines at least a portion of the enclosure.