One of the most desirable properties of phonon system is sound amplification by stimulated emission of phonon radiation, coined as SASER or called "phonon laser" or "acoustic laser", which is the acoustic counterpart of LASER. Phonon stimulated emission, or sound amplification, has been previously observed for several occasions'7 in extremely low temperatures, however a "lasing" behavior of the phonon oscillators has never been established. It is also desirable to build a phonon laser operating at room temperature. Here we present an optically pumped nano-sized phonon laser with an output acoustic wavelength of 9.3 nm, operating at room temperature. The nano phonon laser is composed by InGaN/GaN multiple-quantum-wells (MQWs). By using femtosecond ultraviolet pulses as pumping sources, coherent acoustic phonon amplification with large acoustic gain was observed. When the induced acoustic gain is higher than the acoustic loss due to its traveling nature, a clear laser-like threshold behavior was observed, which resembles a pulsed optical laser. This demonstration will open a new way toward nano-ultrasonics.