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Lâmpada vs. candeeiro vs. luminária vs. abajur

When translating "lamp" into Portuguese, the correct choice depends on whether you are referring to the light bulb itself or the fixture that holds it. Additionally, there are significant regional differences between how people in Brazil and Portugal name the appliance that sits on a desk, floor, or ceiling.

Lâmpada

A2
This word refers specifically to the light bulb—the replaceable glass component that emits light. It is used in both Brazil and Portugal with the same meaning. You put a lâmpada inside a fixture.
A lâmpada do quarto queimou ontem à noite.
(The bedroom light bulb burnt out last night.)
Você prefere luz branca ou amarela nesta lâmpada?
(Do you prefer white or yellow light in this bulb?)
Preciso comprar uma lâmpada de LED para economizar energia.
(I need to buy an LED bulb to save energy.)

Candeeiro

A2
In Portugal, this is the standard, everyday word for any lamp fixture (table lamp, floor lamp, or ceiling lamp). In Brazil, however, candeeiro sounds archaic or refers specifically to street lamps and antique oil lamps.
Vou comprar um candeeiro novo para a minha mesa de cabeceira.
(I am going to buy a new lamp for my bedside table.)
O candeeiro da rua está a piscar sem parar.
(The street lamp is flickering non-stop.)
Acende o candeeiro da sala, por favor.
(Turn on the living room lamp, please.)

Luminária

B1
This word describes a light fixture or lighting unit. In Brazil, it is the most common term for a desk lamp, floor lamp, or modern ceiling fixture. In Portugal, it is used more in technical or architectural contexts rather than everyday conversation.
Essa luminária flexível é ótima para estudar.
(This flexible lamp is great for studying.)
Instalamos uma luminária moderna sobre a mesa de jantar.
(We installed a modern light fixture over the dining table.)
A loja vende todo tipo de luminária para escritório.
(The store sells every type of office lamp.)

Abajur

A2
Derived from the French abat-jour, this specifically refers to a lamp with a shade or cover used to dim or direct the light. It acts as a bedside lamp or table lamp. It is widely used in Brazil; in Portugal, it is also understood but candeeiro is often used instead.
Ela gosta de ler com a luz suave do abajur.
(She likes to read by the soft light of the bedside lamp.)
O abajur caiu da mesa e quebrou.
(The lamp fell off the table and broke.)
Ganhei um abajur antigo da minha avó.
(I received an antique shaded lamp from my grandmother.)

Summary

To summarize: use lâmpada when referring to the light bulb itself in any country. For the fixture holding the bulb, use candeeiro if you are in Portugal. If you are in Brazil, use luminária for general fixtures or abajur if it is a lamp with a shade (like a bedside lamp).