We demonstrate the lasing action from a dynamically localized mode in a microdisk resonator with rough boundary. Although substantial boundary roughness and surface defects in our devices imply strong light scattering and destroy the regular whispering gallery modes, the destructive interference of the scattered light leads to the dynamical Anderson localization in the phase space of the system and the formation of a different type of high-Q modes. Using direct optical imaging of the lasing mode and theoretical calculations, we show that the lasing modes in our devices has dynamical localization origin. This behavior, although demonstrated here in GaAs-InAs microdisk laser, should be applicable to any lasers and sensors based on semiconductor or polymer materials.