Recent progress in the epitaxy (molecular beam epitaxy and metal-organic chemical vapor deposition) of strained heterostructures and the use of the Stranski-Krastanow growth mode allows to create spontaneously ordered, defect-free and dense arrays of nano-size islands. Such islands act as electronic quantum dots. In superlattices the islands are ordered in vertical stacks. Using such self-ordered InGaAs/AlGaAs quantum dots we have fabricated diode lasers for which some properties are superior to those of current lasers based on quantum wells. In particular, we have demonstrated low laser threshold current and high temperature stability of the threshold.