Cirencester auction house Moore Allen & Innocent offered the lamp on June 16 with a £100-150 estimate.
On sale day two online collectors pushed the price to £6000 before a further two phone bidders took bidding higher still, with a private collector in Europe securing it for £15,000.
The brass lamp, bearing the name of manufacturer Robert Watson, had come to the saleroom in a box of junk metal.
The lamp is one of the most contested inventions in history.
Three engineers claimed credit for the invention of the first miners’ safety lamp: Sunderland physician Dr William Reid Clanny, who designed the cumbersome Clanny Lamp in 1813, Cornish scientist Sir Humphry Davy and self-taught engineer Stephenson, who produced similar hand-held designs in 1815.
Stephenson tested his lamp in the Killingworth Colliery near Newcastle before going into production with local plumber and coppersmith Watson of High Bridge, Newcastle.
This newly discovered lamp appears to be an early variant, bearing close comparison to the design presented by Stephenson to the Philosophical and Literary Society of Newcastle on December 5, 1815.