The invention relates to a high- intensity discharge lamp (1) comprising a discharge vessel (2) and electrodes (4, 5) extending into said discharge vessel for emitting visible light. An electrically conductive screening (16), which is translucent to said emitted light, is provided on said discharge vessel. By applying the screening directly on the discharge vessel, the screening is brought closer to the source of EMI and, consequently, the EMI screening performance of the lamp is improved. The invention also relates to a headlight of a motorized vehicle provided with such a lamp, and a method of manufacturing such a lamp.