Scaling-down the size of semiconductor cavity lasers and engineering their electromagnetic environment in the Purcell regime can bring about spectacular advance in nanodevices fabrication. We report here an unprecedented observation of a coherent Cathodoluminescence from GaN nanocavities (20–100 nm). Incident lower energy (< 15 kV) electron beams excite the band edge UV emission from the walls of the network whereas for higher energies, the emitted photons are spontaneously down converted into NIR and preferentially emerge from the nanocavities. Non-centrosymmetric structure of GaN and its nanowall geometry together facilitate this unique observation which is substantiated by our numerical results. At cryogenic temperatures, an intense and narrow laser-like NIR beam emanates out of the nanocavities. The work promises the possibility of fabrication of very high density (over 108/cm2) cavity lasers that are addressable by simple deflection and tuning of incident electron beams.