Microlaser with multiple lasing bands is critical in various applications, such as full-colour display, optical communications and computing. Here, we propose a simple and efficient method for homogeneously doping rare earth elements into a silica whispering-gallery-mode microcavity. By this method, we demonstrate simultaneous and stable lasing covering ultraviolet, visible and near-infrared bands in an ultrahigh-Q (exceeding 108) Er-Yb co-doped silica microsphere under room temperature and continuous-wave pump for the first time. The lasing thresholds of the 380, 410, 450, 560, 660, 800, 1080 and 1550 nm-bands are estimated to be 380, 150, 2.5, 12, 0.17, 1.7, 10 and 38 {mu}W, respectively, where the lasing in the 380, 410 and 450 nm-bands by Er element have not been separately demonstrated under room temperature and continuous-wave pump until this work. This ultrahigh-Q doped microcavity is an excellent platform for high-performance multi-band microlasers, ultrahigh-precise sensors, optical memories and cavity-enhanced light-matter interaction studies.