We report on experiments with Möbius strip microlasers, which were fabricated with high optical quality by direct laser writing. A Möbius strip, i.e., a band with a half twist, exhibits the fascinating property that it has a single nonorientable surface and a single boundary. We provide evidence that, in contrast to conventional ring or disk resonators, a Möbius strip cavity cannot sustain whispering gallery modes (WGM). Comparison between experiments and 3D finite difference time domain (FDTD) simulations reveals that the resonances are localized on periodic geodesics.