There is a bulb (60W) in our bathroom, which gets heated after continuous use of 2 to 3 hours. Do you think, if a drop of water falls on it, it will burst (break into pieces)??
If it's in a bathroom, then it needs to be IP55, so that drops of water don't fall on it.
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It is unlikely because the lamps are designed to be installed and used in areas where some water (and certainly steam and moisture) is present. A spray of cold water may do it thou.
To be on the safe side don't spray the light with water (which I am assuming is mounted in the ceiling).