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An improved three-arm airbridge contacted microdisk diode structure is presented. Continuous-wave lasing from InGaAs quantum dot (QD) in a ∼4-μm-diameter microdisks is reported with the threshold current ∼40 μA at T=5 K. With the increase of injection current, the QD's emission blueshifts due to the band-filling effect, while the laser mode peak redshifts by thermal effect. When the QD's gain spectra shift out of alignment with the lasing mode, the next available whispering gallery mode starts lasing from QD wetting layer. The thermal heating effect is discussed by investigating the modes redshift with respect to injection current.