AbstractPhonon lasers, which exploit coherent amplifications of phonons, are a means to explore nonlinear phononics, image nanomaterial structures and operate phononic devices. Recently, a phonon laser governed by dispersive optomechanical coupling has been demonstrated by levitating a nanosphere in an optical tweezer. Such levitated optomechanical devices, with minimal noise in high vacuum, can allow flexible control of large-mass objects without any internal discrete energy levels. However, it is challenging to achieve phonon lasing with levitated microscale objects because optical scattering losses are much larger than at the nanoscale. Here we report a nonlinear multi-frequency phonon laser with a micro-size sphere, which is governed by dissipative coupling. The active gain provided by a Yb³⁺-doped system plays a key role. It achieves three orders of magnitude for the amplitude of the fundamental-mode phonon lasing, compared with the passive device. In addition, nonlinear mechanical harmonics can emerge spontaneously above the lasing threshold. Furthermore, we observe coherent correlations of phonons for both the fundamental mode and its harmonics. Our work drives the field of levitated optomechanics into a regime where it becomes feasible to engineer collective motional properties of typical micro-size objects.