We demonstrate that very few (2-4) quantum dots as a gain medium are sufficient to realize a photonic-crystal laser based on a high-quality nanocavity. Photon correlation measurements show a transition from a thermal to a coherent light state proving that lasing action occurs at ultralow thresholds. Observation of lasing is unexpected since the cavity mode is in general not resonant with the discrete quantum dot states and emission at those frequencies is suppressed. In this situation, the quasicontinuous quantum dot states become crucial since they provide an energy-transfer channel into the lasing mode, effectively leading to a self-tuned resonance for the gain medium.