We investigate the process of light matter interaction in a spherical Mie nanolaser. We derive a rigorous theory based on a three dimensional vector set of Maxwell-Bloch equations and solve the resulting equations through a parallel Finite-Difference Time-Domain Maxwell- Bloch (FDTD-MB) code. Our results predicts a rich physical scenario, ranging from nontrivial vectorial energy matter interplay in the pre-lasing regime to mode competitions and dynamical frequency pulling phenomena. Application of these effects could favor the realization of largely-tunable, nonlinearly controlled nanolaser devices.