AstraLux is the Lucky Imaging camera for the Calar Alto 2.2-m telescope, based on an electron-multiplying high speed CCD. By selecting only the best 1-10% of several thousand short exposure frames, AstraLux provides nearly diffraction limited imaging capabilities in the SDSS i and z filters over a field of view of 24x24 arcseconds. By choosing commercially available components wherever possible, the instrument could be built in short time and at comparably low cost. We present the instrument design, the data reduction pipeline, and summarise the performance and characteristics