We present a family of scale-free network model consisting of cliques, which is established by a simple recursive algorithm. We investigate the networks both analytically and numerically. The obtained analytical solutions show that the networks follow a power-law degree distribution, with degree exponent continuously tuned between 2 and 3. The exact expression of clustering coefficient is also provided for the networks. Furthermore, the investigation of the average path length reveals that the networks possess small-world feature. Interestingly, we find that a special case of our model can be mapped into the Yule process.