One of the most attractive commercial applications of semiconductor nanocrystals (NCs) is their use in lasers. Thanks to their high quantum yield, tunable optical properties, photostability, and wet-chemical processability, NCs have arisen as promising gain materials. Most of these applications, however, rely on incorporation of NCs in lasing cavities separately produced using sophisticated fabrication methods and often difficult to manipulate. Here, we present whispering gallery mode lasing in supraparticles (SPs) of self-assembled NCs. The SPs composed of NCs act as both lasing medium and cavity. Moreover, the synthesis of the SPs, based on an in-flow microfluidic device, allows precise control of the dimensions of the SPs, i.e. the size of the cavity, in the micrometer range with polydispersity as low as several percent. The SPs presented here show whispering gallery mode resonances with quality factors up to 320. Whispering gallery mode lasing is evidenced by a clear threshold behavior, coherent emission, and emission lifetime shortening due to the stimulation process.