Conventional lasers make use of optical cavities to provide feedback to gain media. Conversely, mirrorless lasers can be built by using disordered structures to induce multiple scattering, which increases the effective path length in the gain medium and thus provides the necessary feedback. These so-called random lasers potentially offer a new and simple mean to address applications such as lighting. To date, they are all based on condensed-matter media. Interestingly, light or microwave amplification by stimulated emission occurs also naturally in stellar gases and planetary atmospheres. The possibility of additional scattering-induced feedback (that is, random lasing) has been discussed and could explain unusual properties of some space masers. Here, we report the experimental observation of random lasing in a controlled, cold atomic vapour, taking advantage of Raman gain. By tuning the gain frequency in the vicinity of a scattering resonance, we observe an enhancement of the light emission of the cloud due to random lasing. The unique possibility to both control the experimental parameters and to model the microscopic response of our system provides an ideal test bench for better understanding natural lasing sources, in particular the role of resonant scattering feedback in astrophysical lasers.