It is commonly accepted that a collection of pumped atoms without a resonator, which provides feedback, cannot lase. We show that intermodal coupling via active atoms pulls the frequencies of the free-space modes towards the transition frequency of the atoms. Although at a low pump rate mode phases randomly fluctuate, phase realizations at which interference of pulled modes is constructive emerge. This results in an increase of stimulated emission into such realizations and makes their lifetime longer. Thus, mode pulling provides positive feedback. When the pump rate exceeds a certain threshold, the lifetime of one of the realizations diverges, and radiation becomes coherent.