Abstract: A lamp shade assembly is disclosed that is aesthetically pleasing, easy to assemble and one which may be utilized in a variety of orientations to provide either direct or indirect lighting. The assembly has a shade body member having a generally conical configuration which may be attached to a lamp socket. A lamp shade, which may be made of a flexible, expandible material is initially formed in a cylindrical configuration wherein the diameter is less than the maximum diameter of the conical body member, and one end of the shade is placed into the body member. A retaining member is inserted into the interior of the lamp shade so as to urge a portion of the outer surface of the lamp shade material into contact with an inner surface of the body member, thereby forming the lamp shade into a generally conical configuration. A locking collar, threadingly engaged with a lamp socket, holds the retaining member in place against the inner surface of the lamp shade.