We report on whispering gallery mode lasing in electrically driven quantum dot micropillar cavities. The high quality microcavity structures feature whispering gallery mode emission with Q-factors up to 40 000 and laser threshold currents below 10 μA for devices with diameters between 2.6 and 5.6 μm. For large diameter micropillars a coexistence of lasing from two whispering gallery modes is realized which could be the basis for efficient terahertz generation via difference frequency generation.