A gas discharge lamp (1) is described with a discharge vessel (2) and electrodes (4, 5) projecting into the discharge vessel (2). The gas discharge lamp (1) is provided with a translucent, electrically conductive screening (9, 23) which screens the discharge vessel (2) and which comprises connection means (7, 10, 24, 27, 28). The screening (9, 23) of the gas discharge lamp (1) is connected to a screening (14, 17, 19) of an electrical system used for operating the gas discharge lamp (1) at least as regards high frequencies so as to form a coaxial screening system that encloses the discharge vessel (2) with its electrodes (4, 5).