All‐inorganic cesium lead halide perovskites (CsPbX3, with X = I, Br, Cl) are of great interest for light‐emitting diodes and lasers, as they promise improved thermal stability compared to their organic–inorganic analogues. However, among this family of materials, CsPbI3 shows a detrimental phase instability that causes the perovskite to convert to a thermodynamically preferred non‐perovskite phase (yellow phase) at room temperature. In fact, reports on lasers using thin films of CsPbI3 as gain medium are missing, as of yet. Here, the first distributed feedback (DFB) lasers based on CsPbI3 thin films are presented with a resonator directly patterned into the perovskite by thermal nanoimprint. This breakthrough is unlocked by the additive polyvinyl pyrrolidone (PVP), that affords the formation of perovskite layers consisting of phase stable γ‐CsPbI3 nanocrystals, that are even preserved during thermal imprint at 170 °C. The DFB lasers show a low lasing threshold of 45 µJ cm−2 at room temperature under optical pumping and a tunable emission in the deep red spectral region between 714.1 to 723.4 nm. It is anticipated that the findings of this work will have a broad relevance for future electrically driven perovskite lasers and for light‐emitting diodes based on CsPbI3 as active medium.