An efficient method for preparation of semiconductor quantum rod films for robust lasing in a cylindrical microcavity is reported. A capillary tube, serving as the laser cavity, is filled with a solution of nanocrystals and irradiated with a series of intense nanosecond laser pulses to produce a nanocrystal film on the capillary surface. The films exhibit intense room-temperature lasing in whispering-gallery modes that develop at the film-capillary interface as corroborated from the spacing detected for the lasing modes. Good lasing stability is observed at moderate pump powers. The method was applied successfully to several quantum-rod samples of various sizes.