An all-optical tunable whispering gallery mode (WGM) lasing from the liquid-filled hollow glass microsphere (LFHGM) is proposed and experimentally verified. The LFHGM-based microlaser is prepared by injecting NaNdF4/dye co-doped liquid into the HGM, and WGM resonance is obtained under excitation of a 532 nm pulse laser. Since the high-efficiency absorption of the 793 nm continuous-wave laser by NaNdF4 nanocrystals (NCs) can result in photothermal effect-induced effective refractive index change of the microcavity, a secondary 793 nm laser is irradiated into the LFHGM to excite the NaNdF4 dispersed in the liquid core, thereby realizing a shift of resonant frequencies. The influence of the doping concentration of NaNdF4 NCs on the tuning range and the sensitivity over the power intensity range of 0−1.68W/mm2 are investigated experimentally, obtaining maximum values of 4.95 and 2.95nm/(Wmm−2) . The ability to generate stable lasing in a LFHGM cavity highlights the practical application of the microscale lasers in future all-optical networks.