We report on the design, realization, and characterization of optically pumped micropillar lasers with low-absorbing Al0.2Ga0.8As/Al0.9Ga0.1As dielectric Bragg reflectors (DBRs) instead of commonly used GaAs/AlGaAs DBRs. A layer of (In, Ga)As quantum dots is embedded in the GaAs [Formula: see text]-cavity of as an active medium. We experimentally study the lasing characteristics of the fabricated micropillars by means of low-temperature photoluminescence with varying pump laser wavelength between 532 and 899 nm. The incorporation of 20% Al content in the DBRs opens an optical pumping window from 700 to 820 nm, where the excitation laser light can effectively reach the GaAs cavity above its bandgap while remaining transparent to the DBRs. This results in a substantially improved pump efficiency, a low lasing threshold, and a high thermal stability. Pump laser wavelengths outside of the engineered spectral window lead to low pump efficiency due to strong absorption by the top DBR or inefficient excitation of pump-level excitons. The superiority of the absorption-free modified DBRs is demonstrated by simply switching the pump laser wavelength from 671 to 708 nm, which crosses the DBRs absorption edge and drastically reduces the lasing threshold by more than an order of magnitude from (363.5 [Formula: see text] 18.5) to (12.8 [Formula: see text] 0.3) [Formula: see text]W.