A connecting device, a lamp and a lamp assembly system are described. The connecting device includes plural frames and at least one connecting unit. Each of the frames has a mounting space, and the frames are arranged along an assembling direction, and the mounting spaces of any two adjacent frames are communicated with each other. The connecting unit includes plural engagement assemblies, in which two of the engagement assemblies are respectively disposed in the mounting spaces of any two adjacent frames. Each of the engagement assemblies includes a base and an engaging member which is disposed on the base, and the engaging member of one of the two adjacent engagement assemblies is movable with respect to the other one of the two adjacent engagement assemblies along the assembling direction, so as to be fixed with the engaging member of the other one of the two adjacent engagement assemblies.