The growth of multi-layer InGaAs/InAs/GaAs self-assembled quantum dots (QDs) by molecular beam epitaxy (MBE) is investigated,and a QD laser diode lasing at 1.33μm in continuous operation mode at room temperature is reported. The full width at half maximum of the band edge emitting peaks of the photoluminescence (PL) spectra at room temperature is less than 35meV for most of the multi-layer QD samples,revealing good,reproducible MBE growth conditions. Moreover,atomic force microscopy images show that the QD surface density can be controlled in the range from 1×10^10 to 7 ×10^10 cm^-2 . The best PL properties are obtained at a QD surface density of about 4×10^10cm^-2. Edge emitting lasers containing 3 and 5 stacked QD layers as the active layer lasing at room temperature in continuous wave operation mode are reported.