A heat sink assembly includes a heat sink having a first shoulder and a second shoulder, and a locking device having a retention module, a first clip and a second clip. The first clip has two extension portions engaging with the retention module and a pressing portion between the two extension portions. The second clip comprises a pressing portion located on the second shoulder, an axle connecting with the pressing portion and pivotably engaging with the retention module and a locking portion connecting with the pressing portion. The second clip can rotate around the axle thereof when the heat sink assembly is in an unlocked position; the locking portion engages with the retention module and the pressing portion presses the second shoulder of the heat sink toward the retention module when the heat sink assembly is in a locked position.