In emerging miniaturized applications, semiconductor micro/nanostructures laser devices have drawn great public attentions of late years. The device performances of micro/nanostructured microlasers are highly restricted to the different reflective conditions at various side surfaces of microresonators and junction interface quality. In this study, an electrically driven whispering-gallery-mode (WGM) microlaser composed of a Ga-doped ZnO microwire covered by a MgO layer (MgO@ZnO:Ga MW) and a p-type GaN substrate is illustrated experimentally. Incorporating a MgO layer on the side surfaces of ZnO:Ga MWs can be used to reduce light leakage along the sharp edges and the ZnO:Ga/GaN interface. This buffer layer incorporation also enables engineering the energy band alignment of n-ZnO:Ga/p-GaN heterojunction and manipulating the current transport properties. The as-constructed n-MgO@ZnO:Ga MW/p-GaN heterojunction device can emit at an ultraviolet wavelength of 375.5 nm and a linewidth of about 25.5 nm, achieving the excitonic-related recombination in the ZnO:Ga MW. The broadband spectrum collapsed into a series of sharp peaks upon continuous-wave (CW) operation of electrical pumping, especially for operating current above 15.2 mA. The dominant emission line was centered at 378.5 nm, and the line width narrowed to approximately 0.95 nm. These sharp peaks emerged from the spontaneous emission spectrum and had an average spacing of approximately 5.5 nm, following the WGM cavity modes. The results highlight the significance of interfacial engineering for optimizing the performance of low-dimensional heterostructured devices and shed light on developing future miniaturized microlasers.