A cooling fin set, which is disposed on a heat source of a computer, includes a plurality of cooling fins. Each cooling fin includes some fastening portions formed thereon. The fastening portions are folded from the outer periphery of the cooling fin to form a folded side and a hook. The folded side includes an opening for inserting therein a hook of an adjacent cooling fin. An obstacle is formed extended from the rear portion of the opening of the cooling fin. The hook is parallel to the cooling fin, and includes a locking groove formed at the central portion thereof. The locking groove is formed corresponding to the obstacle of the cooling fin for clamping therein the obstacle of the adjacent fin. In this manner, the combination of the cooling fins becomes securely tight. Therefore, the cooling fins will not fall apart due to the vibration in transportation.