Low coolant warning lamp on and air coming out at expansion bottle

My low coolant warning lamp is coming on from time to time
and when I open the expansion bottle cap, some bubbles comes out.
The low coolant warning lamp is placed at the top corner of my radiator.
I guess the problem is air inside my radiator, but why? where does it come from? what shall I do?

Thank you very much for your help.

I believe you should replace your radiator cap and top it off to the recommended amount. Something's letting air into your radiator, and it's probably the cap.

One possibility is a blown head gasket. Another possibility is that the coolant recovery circuit has a leak in it. If the coolant escapes from the radiator into the recovery tank when hot (like it's supposed to do), but the radiator draws air back in as it cools (because of a leak), then you could fill the top of the radiator with air even though your overflow tank has coolant in it. Check your radiator cap and the lines connecting to your overflow tank for leaks.

Thanks,
I will try this and let you know if it solves it
:)

Another reason not to post when you're delirious from starvation. :)

what do you mean by
"Another reason not to post when you're delirious from starvation."?

Back to my problem:
It doesn't seem to be any leak on the radiator cap, or on the hose.

Another fact is that there was a bit of oil in the extansion bottle, but I have removed it, and it doesn't seem to build up again.
But checking my oil, it doesn't look milky, so is it head gasket?

Empting air from the coolant circuit, I need to drive for about 5 miles to have the "low coolant warning light" coming back in again (so the air comes in while driving), and then when opening the expansion bottle, having bubbles coming out again...

I am not sure what to do now.

What about if my thermostat would not be working?
and then my fans wouldn't come on....
Would it overheat and create an air lock?