Laser levitated in the air may open new application scenarios, such as quantum information processing, three-dimensional display, and ultra-sensitive gas sensing et al. However, the solid-state levitated laser is yet to be demonstrated. Here, we develop a nebulization method to fabricate colloidal quantum dots self-assembled microspheres, which can be levitated by photophoresis provided by continuous wave lasers and photoexcited by pulsed lasers. These levitated microspheres can serve as high-quality gain media and whispering gallery mode cavities simultaneously, allowing us to demonstrate the levitated solid-state laser for the first time.