A cylindrical microcavity was made by immersing a silica capillary in a solution of rhodamine 6G whose refractive index is lower than capillary′s. Whispering-gallery-mode (WGM) laser was observed in the cylindrical microcavity by evanescent wave exciting and coupling dye gain. Due to dye gain was excited by a pumping evanescent wave, the gain was limited around the cylindrical microcavity closely, and the pumping efficiency was then improved greatly. The pumping threshold for laser emission was reduced to 9.5 μJ in this method compared with a value of 200 μJ in a method of only evanescent wave coupling dye gain. Wave number intervals of whispering-gallery-modes between measured and theoretic values matched very well. The calculated positions of structural resonances of whispering-gallery-modes matched the experimental results very well too. All those indicated when silica fiber was replaced by silica capillary as cylindrical microcavity, the same whispering-gallery-mode could also be obtained.