This paper reports a coherent random microcavity laser that consists of a disordered cladding (scattering) layer and a light-amplification core filled with dye solution. Cold cavity analysis indicates that the random resonance modes supported by the proposed cavity can be effectively excited. With introducing the gain material, random lasing by specific modes is observed to show typical features of coherent random lasers, such as spatially incoherent emission of random modes. By inserting a metal nanoparticle into the gain region, emission wavelength/intensity of the random lasers can be considerably tuned by changing the position of the inserted nanoparticle, opening up new avenues for controlling output of random lasers and sensing applications (e.g., small particle identification, location, etc.).