The pivotal role played by semiconductor lasers in telecommunications and data storage applications requires dealing with time lag and relaxation oscillations, which limit bandwidth and reliability. As an alternative to the mitigation measures traditionally employed, we analyze the potential of size downscaling and investigate the intrinsic physical features of lasers down to the nanoscale. An analysis of the dynamical properties as a function of scale, with standard models, highlights the intrinsic potential of nanolasers as advantageous sources of light for information. Noise response and characteristic times strongly confirm that considerable gain can be obtained from small devices, thus encouraging efforts directed at solving technological hurdles.