The electron gun includes a spherically concave cathode emitter with a pair of axially spaced spherically concave focus and control grids closely spaced overlaying the cathode emitter for controlling the beam current. The grids are supported from a common thermally conductive tubular grid support structure via the intermediary of first and second annular members one of which is a thermally conductive insulator. One or more of the grids are serrated about their peripheries to define a plurality of radially directed fingers bonded to the end of a respective annular grid support member. In an alternative embodiment, the end of the annular grid support member, as bonded to the serrated grid, is castellated to accommodate differences in thermal expansion between the grid and the annular grid support member.