Thresholdless lasing is an outstanding challenge in laser science and is achievable only in devices having near unity quantum efficiency even when not lasing. Such lasers are expected to exhibit featureless linear light output curves. However, such thresholdless behavior hinders identification of the laser transition, triggering a long-lasting argument on how to identify the lasing. Here, we demonstrate thresholdless lasing in a semiconductor quantum dot nanolaser with a photonic crystal nanocavity. We employ cavity resonant excitation for enabling the thresholdless operation via focused carrier injection into high cavity field regions. Under conventional (above bandgap) excitation, the same nanolaser exhibits a typical thresholded lasing transition, thereby facilitating a systematic comparison between the thresholdless and thresholded laser transitions in the single device. Our approach enables a clear verification of the thresholdless lasing and reveals core elements for its realization using quantum dots, paving the way to the development of ultimately energy-efficient nanolasers.