Development of a coherent, intense, ultrafast source of optical energy focused to a nano-scale area enables the integration of thousands of them on a single chip to power an optical computer. Very intense, ultrafast, temporarily coherent pulses of nano-localized optical fields are thus of fundamental interest and have many applications in integrated nano-photonics. This paper reviews the mechanism associated with plasmonic nano-lasers and general guidelines pertaining to device design. Recent results show that a plasmonic nano-laser effectively overcomes many of the difficulties and limitations of plasmonics and has enormous potential in sub-wavelength photonic circuits and fundamental investigation of single-molecular events. Future challenges and research directions are also discussed.