Quantum dot laser diodes with up to five well-defined electronic shells are fabricated using self-assembled quantum dots (QDs) grown by molecular beam epitaxy. At 77 K, we tune the lasers from the first to the fourth excited state of the QDs by varying the cavity length, this covers a wavelength range from 869 to 963 nm. At room temperature, we obtain lasing from the second to the fourth excited state covering the 938 to 984 nm wavelength range. For high injection currents, a large part of the QD ensemble contributes at once to the stimulated emission yielding a lasing emission linewidth having a full width at half maximum of 25 nm. By increasing the energy spacing between the QD energy level contributing to the lasing and the wetting layer energy levels, improved thresholds at higher temperatures are observed, leading to lasing below 100 A/cm(2) at room temperature.