The logarithmic differential star count of the Two Micron All Sky Survey in K(s) band can be well approximated by a single power-law luminosity function. With a fiducial Galactic structure, we measure the luminosity function for the entire Milky Way. The distribution of the power-law index is roughly isotropic and shows no obvious trend with the Galactic latitude. The value for the power-law index, the bright and the faint ends of the luminosity function are 1.85 +/- 0.035, K(s) = -7.86 +/- 0.60 mag, and K(s) = 6.88 +/- 0.66 mag, respectively. Our result strongly supports the notion of a universal luminosity function in our Galaxy. We also find that the luminosity function of LMC/SMC is similar to that of the Milky Way.