The advent of quantum optical techniques based on superconducting circuits has opened new regimes in the study of the non-linear interaction of light with matter. Of particular interest has been the creation of non-classical states of light, which are essential for continuous-variable quantum information processing, and could enable quantum-enhanced measurement sensitivity. Here we demonstrate a device consisting of a superconducting artificial atom, the Cooper pair transistor, embedded in a superconducting microwave cavity that may offer a path toward simple, continual production of non-classical photons. By applying a dc voltage to the atom, we use the ac Josephson effect to inject photons into the cavity. The backaction of the photons on single-Cooper-pair tunneling events results in a new regime of simultaneous quantum coherent transport of Cooper pairs and microwave photons. This single-pair Josephson laser offers great potential for the production of amplitude-squeezed photon states and a rich environment for the study of the quantum dynamics of nonlinear systems.