We report a quantum dot microcavity laser with a cw sub-microW lasing threshold, where a significant reduction of the lasing threshold is observed when a single quantum dot (QD) state is aligned with a cavity mode. The quality factor exceeds 15,000 before the system lases. When no QD states are resonant, below threshold the cavity mode initially degrades with increasing pump power, after which saturation occurs and then the cavity mode recovers. We associate the initial cavity mode spoiling with QD state broadening that occurs with increasing pump power.