A cold cathode fluorescent lamp (30) includes a working gas (32), a transparent tube (34), a cold cathode (36), and an anode (38). The transparent tube receives the working gas therein, and the transparent tube has an inner surface (340). A coating (342) is formed on the inner surface of the transparent tube. The cold cathode and the anode are disposed at two ends of the transparent tube separately. A backlight module (50) includes a light guide plate (52) having a light incident surface (520), and the cold cathode fluorescent lamp as described above disposed adjacent the light incident surface.