Self-stimulated Raman lasers have attracted more and more interest, because they have no need of additional Raman device, and they are compact in structure and also economical in cost. Self-stimulated Raman lasers are always emitted from crystalline mediums such as Nd3+:KGd(WO4)2, Nd3+:PbWO4 that are commonly used as laser host materials and proved to be available Raman-active mediums. The Nd3+ doped crystals possess high stimulated emission cross-section for laser emission and high Raman gain coefficients for Raman transitions, but the required pump powers (typically hundreds of milliwatts) are large in those experiments.The whispering-gallery mode (WGM) of silica microsphere cavity has achieved the highest Q factor (8×109) to date. The high Q factor and small mode volume make it possible to realize a resonant buildup of high circulating optical intensities, thereby drastically reducing the threshold powers for laser oscillation and stimulated nonlinear process. The coupler with optical fiber taper allows the excitation of WGMs with ultralow coupling loss, which significantly improves the overall efficiency to produce stimulated Raman laser. In this paper, we report the observation of ultralow threshold self-stimulated Raman laser operating in an Nd3+ doped silica microsphere, and the wavelength range can be extended to O-waveband 1143 nm.A high Q microsphere is fabricated with a thin Nd3+ doped silica layer covered by sol-gel method, in which smooth surface is formed by electrical arc-heating. An optical taper fiber is employed to couple the 808 nm laser into Nd3+ doped microsphere (NDSM) to form whispering gallery mode, which acts as the pump light. Based on 4f electron of neodymium ion transmission and optical oscillation in microsphere, the stimulated laser with a wavelength band of 1080 nm-1097 nm is excited. Due to high power density of the excited laser near the surface of orbit in microsphere, the first order self-stimulated Raman laser with a wavelength range of 1120-1143 nm is stimulated in the high Q microsphere. In a theoretical model, the formulas for calculating the output power and the threshold power of the oscillation laser and the self-stimulated Raman scattering are derived. In experiment, we succeed in getting single-mode and multi-mode laser oscillation due to the 4f layer electron transitions of Nd3+ ions, pumped by 808 nm laser. The results show that the NDSM emits a typical single-mode output laser at 1116.8 nm with a pump power of 8.33 dBm, also the relationship between the 1116.8 nm output power and the pump power with a threshold pump power of 3.5 mW. The multi-mode laser spectrum dependent on the microsphere morphology characteristics is observed, which varies by changing the couple position of the optical fiber taper with microsphere. The characteristics of the laser are discussed including the output power, threshold power, spectral line width, side-mode suppression ratio, etc. The NDSM will have many potential applications in new compact lasers. It is beneficial to wavelength converter and optical amplifier in O band.