We demonstrate efficient Raman lasing with CaF2 whispering-gallery-mode resonators. Continuous-wave emission threshold is shown to be possible below 1 microW with a 5mm cavity, which is to our knowledge orders of magnitude lower than in any other Raman source. Low-threshold lasing is made possible by the ultrahigh optical quality factor of the cavity, of the order of Q=5x10(10). Stokes components of up to the fifth order were observed at a pump power of 160 microW, and up to the eighth order at 1 mW. A lasing threshold of 15 microW was also observed in a 100 microm CaF2 microcavity. Potential applications are discussed.