Colloidal quantum dots (QDs) are attractive gain materials owing to the wide range of accessible colors. However, the existing QD lasers struggle to combine technologically relevant metrics of low threshold and long operating duration with considerable output powers. Here a new class of full-color QD lasers are reported, featuring low threshold, uninterrupted operation for dozens of hours, and multimilliwatt output under quasi-steady-state pumping, by coupling the high-gain QDs with a double-clad pumping scheme. Corroborated by the comprehensive transient spectroscopy and numerical simulation, it is demonstrated that the ternary QDs with specially designed fine nanostructure enable the low gain threshold, giant gain coefficient, long gain lifetime, and excellent resistance against intense photoexcitation. Meanwhile, the double-clad QD-fiber design allows for record-long light-gain interaction, high conversion efficiency, and sustained device operation. As such, the QD lasers with multimilliwatt output powers, unobserved in QD lasers to date, have been realized. Further, the proof-of-concept application for generating vortex beams with various topological charges is demonstrated. This work represents significant progress toward practical lasers based on QDs.