As long as the lamp isn't where it could catch anything on fire, ie-it is secured so it can't fall into the shavings--you should be fine. I think we're going to add a light bulb to our rabbit hutch for winter so I won't have to bring him inside if it gets really cold out. Our chicks will have hanging lights as well for super frigid nights. I know there were occasions (very, very rare) when I was growing up in this town when the temps got down to -20F at night and never came above zero for a couple of days, and I want to be prepared in case it does that again.