A heat sink is disclosed to include a plurality of metal plate members arranged in a stack, each metal plate member having a rectangular body, a first sidewall and a second sidewall at two sides of the rectangular body, a T-shaped mounting hole in the rectangular body adjacent to the first sidewall, and a lug downwardly extending from the first sidewall, the lug having a head and a neck connected between the head and the first sidewall. By inserting the lug of one first plate member into the T-shaped mounting hole of one second plate member and then deforming the first sidewall of the second plate member, the plate members are firmly secured together, forming the desired heat sink.