Abstract: A lamp shade mounted on a lamp and rotatable thereon. A shade having a conical shape is supported on the lamp on a support member. The shade and the support member have cooperative bearing members to facilitate the free rotation of the shade. Slits are provided in the lamp shade surface that permit the projection of a portion of the lamp shade material from the defined conical surface of the shade to define unidirectional vanes. Air warmed by the bulb of the lamp when lit rises within the conical shape of the shade and exits through the slits and imparts a force on the vanes to cause the lamp shade to rotate. The support member for the shade is removably mounted to the lamp to facilitate transferring the support member and thus the shade from lamp to lamp. One support member is arranged to be removably clamped to the socket of the lamp and an alternative support is removably mounted to the bulb installed in the lamp.