We investigate the feasibility of activating coherent mechanical oscillations in lasing microspheres by modulating the laser emission at a mechanical eigenfrequency. To this aim, 1.5%Nd3+:Barium-Titanium-Silicate microspheres with diameters around 50 μm were used as high quality factor (Q>106) whispering gallery mode lasing cavities. We have implemented a pump-and-probe technique in which the pump laser used to excite the Nd3+ ions is focused on a single microsphere with a microscope objective and a probe laser excites a specific optical mode with the evanescent field of a tapered fibre. The studied microspheres show monomode and multi-mode lasing action, which can be modulated in the best case up to 10 MHz. We have optically transduced thermally-activated mechanical eigenmodes appearing in the 50-70 MHz range, the frequency of which decreases with increasing the size of the microspheres. In a pump-and-probe configuration we observed modulation of the probe signal up to the maximum pump modulation frequency of our experimental setup, i.e., 20 MHz. This modulation decreases with frequency and is unrelated to lasing emission, pump scattering or thermal effects. We associate this effect to free-carrier-dispersion induced by multiphoton pump light absorption. On the other hand, we conclude that, in our current experimental conditions, it was not possible to resonantly excite the mechanical modes. Finally, we discuss on how to overcome these limitations by increasing the modulation frequency of the lasing emission and decreasing the frequency of the mechanical eigenmodes displaying a strong degree of optomechanical coupling.