We report the observation of room-temperature optically pumped lasing modes from a single GaN pyramid microcavity on a metallic mirror. The mode at 367.2 nm exhibits a low threshold (0.4-0.5 MW/cm2) and a narrow linewidth (0.054 nm), by which the quality factor can be estimated to be >6000. These lasing behaviors can be attributed to the specific wet-etching approach by selectively etching away defects and pyramid geometry with bottom Ag reflectors for better light confinement. Optical resonances in these pyramids are further investigated in combination with three-dimensional finite-difference time-domain simulations.