In 1929, only three years after the advent of quantum mechanics, von Neumann and Wigner showed that Schrödinger's equation can have bound states above the continuum threshold. These peculiar states, called bound states in the continuum (BICs), manifest themselves as resonances that do not decay. For several decades afterwards the idea lay dormant, regarded primarily as a mathematical curiosity. In 1977, Herrick and Stillinger revived interest in BICs when they suggested that BICs could be observed in semiconductor superlattices. BICs arise naturally from Feshbach's quantum mechanical theory of resonances, as explained by Friedrich and Wintgen, and are thus more physical than initially realized. Recently, it was realized that BICs are intrinsically a wave phenomenon and are thus not restricted to the realm of quantum mechanics. They have since been shown to occur in many different fields of wave physics including acoustics, microwaves and nanophotonics. However, experimental observations of BICs have been limited to passive systems and the realization of BIC lasers has remained elusive. Here we report, at room temperature, lasing action from an optically pumped BIC cavity. Our results show that the lasing wavelength of the fabricated BIC cavities, each made of an array of cylindrical nanoresonators suspended in air, scales with the radii of the nanoresonators according to the theoretical prediction for the BIC mode. Moreover, lasing action from the designed BIC cavity persists even after scaling down the array to as few as 8-by-8 nanoresonators. BIC lasers open up new avenues in the study of light-matter interaction because they are intrinsically connected to topological charges and represent natural vector beam sources (that is, there are several possible beam shapes), which are highly sought after in the fields of optical trapping, biological sensing and quantum information.