Photothermal control has been widely used in the tuning of microelectronic devices due to its laser-assisted noncontact manipulation and cost-effective advantages. The Nd3+ heavily doped NaGdF4 nanocrystals (NCs) were proposed as a heat source at nanoscale, and its light-to-heat conversion efficiency was evaluated to be above 80%. Here, we obtained a whispering gallery mode lasing emission from the prepared polymer-coated silica microcavity under a 532 nm pulsed laser. The nanoheaters are combined with the microcavity to trigger the photothermal effect at the irradiation of a second 793 nm continuous wave (CW) laser, thereby realizing all-optical tuning of the resonance wavelength by changing the effective refractive index of the microcavity. By measuring the shift of lasing modes on exposure to CW laser with different power intensities, the maximum tuning range and sensitivity of 2 nm and 1.96 nm/(W center dot mm(-2)) were achieved as the power intensity increased from 0 to 1.02 W/mm(2). Our work provides a method for developing a new generation of all-optical tunable lasers based on nanoscale photothermal effect. [GRAPHICS] .