Monolayer transition metal dichalcogenides (TMDs) have emerged as widely accepted 2D gain materials in the field of light sources owing to their direct bandgap and high photoluminescence quantum yield. However, the monolayer medium suffers from weak emission because only a single layer of molecules can absorb the pump energy. Moreover, the material degradation when transferring these fragile materials hinders their cooperation with the optical cavity further. In this study, for the first time, a high‐quality monolithic structure is developed by directly growing single‐domain tungsten diselenide (WSe2) bilayers on single silica microsphere (MS) cavities. Such a completely wrapped structure guides the indirect‐to‐direct bandgap transition of WSe2 bilayers, leading to a significantly improved photoluminescence intensity by about 60‐fold. Moreover, the high‐quality monolithic structure enhances the confinement factor of the cavity by more than 20‐fold. Based on the above advantages, a bilayer WSe2/MS microlaser is realized with an ultralow threshold of 0.72 W cm−2, nearly an order of magnitude lower than the existing records. The results demonstrate the possibility of using multilayer TMD materials as 2D gain media and provide insights into a new ultracompact monolithic platform of TMD material/cavity for lasing devices.