Gallium phosphide offers an attractive combination of a high refractive index ($n>3$ for vacuum wavelengths up to 4 {\mu}m) and a wide electronic bandgap (2.26 eV), enabling optical cavities with small mode volumes and low two-photon absorption at telecommunication wavelengths. Heating due to strongly confined light fields is therefore greatly reduced. Here, we investigate the benefits of these properties for cavity optomechanics. Utilizing a recently developed fabrication scheme based on direct wafer bonding, we realize integrated one-dimensional photonic crystal cavities made of gallium phosphide with optical quality factors as high as $1.1\times10^5$. We optimize their design to couple the optical eigenmode at $\approx 200$ THz via radiation pressure to a co-localized mechanical mode with a frequency of 3 GHz, yielding sideband-resolved devices. The high vacuum optomechanical coupling rate ($g_0=2\pi\times 400$ kHz) permits amplification of the mechanical mode into the so-called mechanical lasing regime with input power as low as $\approx 20$ {\mu}W. The observation of mechanical lasing implies a multiphoton cooperativity of $C>1$, an important threshold for the realization of quantum state transfer protocols. Because of the reduced thermo-optic resonance shift, optomechanically induced transparency can be detected at room temperature in addition to the normally observed optomechanically induced absorption.
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