A heat sink assembly includes a heat-conductive base (20), and a plurality of combined fins (30) uprightly attached onto the base. Each fin includes a main body (31), a bottom flange (32) extending from the main body, and two lower abutting plates (34) extending upwardly from the flange. A pair of first locking tabs (342) is formed from outer sides of the lower abutting plate, and extends into corresponding cutouts (36) of the main body of an adjacent fin. Two upper abutting plates (34) are formed from a top edge of the main body. A second locking tab (40) extends from an outer side of each upper abutting plate, and into a corresponding notch (38) of the main body of the adjacent fin. Then, the first and second locking tabs are bent inwardly to abut against the main body of the adjacent fin. Thus, the fins are firmly combined together.