All-inorganic perovskite micro/nanolasers are emerging as a class of miniaturized coherent photonic sources for many potential applications, such as optical communication, computing, and imaging, owing to their ultracompact sizes, highly localized coherent output, and broadband wavelength tunability. However, to achieve single-mode laser emission in the microscale perovskite cavity is still challenging. Herein, we report unprecedented single-mode laser operations at room temperature in self-assembly CsPbX3 microcavities over an ultrawide pumping wavelength range of 400–2300 nm, covering one- to five-photon absorption processes. The superior frequency down- and upconversion single-mode lasing manifests high multiphoton absorption efficiency and excellent optical gain from the electron–hole plasma state in the perovskite microcavities. Through direct compositional modulation, the wavelength of a single-mode CsPbX3 microlaser can be continuously tuned from blue-violet to green (427–543 nm). The laser emission remains stable and robust after long-term high-intensity excitation for over 12 h (up to 4.3×107 excitation cycles) in the ambient atmosphere. Moreover, the pump-wavelength dependence of the threshold, as well as the detailed lasing dynamics such as the gain-switching and electron–hole plasma mechanisms, are systematically investigated to shed insight into the more fundamental issues of the lasing processes in CsPbX3 perovskite microcavities.