In this paper, we investigated tunable lasing properties from the dye-doped holographic polymer dispersed liquid crystal (HPDLC) gratings in capillaries with thermal and optical manners. The thermally tunable range of the lasing from the dye-doped HPDLC reached 8.60 nm with the temperature ranging from 23 °C to 50 °C. The optically tunable laser emission was achieved by doping azo-dye in HPDLC. The transition of azo-dye from trans- to cis-state could induce the reorientation of LC molecules after UV light irradiation, which resulted in the variation of refractive index contrast of LC-rich/polymer-rich layer in HPDLC. Experimentally, the emission wavelength of lasing showed a blueshift (about 2 nm) coupled with decreasing output intensities. The tunable laser based on HPDLC may enable more applications in laser displays, optical communication, biosensors, etc.