We demonstrate the suitability of monoclinic double tungstates (MDTs), KRE(WO 4 ) 2 , where RE = Gd, Y or Lu, doped with Nd 3+ , Yb 3+ , Tm 3+ , or Ho 3+ ions and co-doped with Yb 3+ -Tm 3+ , or Tm 3+ -Ho 3+ ion couples, for highly efficient micro-lasers at ~1 μm and at ~2 μm. This is facilitated by the use of high rare-earth doping levels (up to 15 at.% for Tm, 10 at.% for Nd, and 25 at.% for Yb) and a special crystal cut along the Ng-axis providing the thermal guiding. Record slope efficiencies for bulk MDT lasers are achieved for each studied ion. A 15 at.% Tm:KLu(WO 4 ) 2 laser generated 785 mW at 1957...1965 nm with a slope efficiency η = 77%. The quantum efficiency for Tm 3+ ions amounted to η q = 1.98±0.02. With a 0.9 mm-thick 25 at.% Yb:KLuW micro-laser, η = 91% is achieved, approaching the theoretical limit set by the Stokes shift.