We give an upper bound on the number of rational points of an arbitrary Zariski closed subset of a projective space over a finite field. This bound depends only on the dimensions and degrees of the irreducible components and holds for very general varieties, even reducible and non equidimensional. As a consequence, we prove a conjecture of Ghorpade and Lachaud on the maximal number of rational points of an equidimensional projective variety.