We study a voltage biased InAs double quantum dot (DQD) that is coupled to a superconducting transmission line resonator. Inelastic tunneling in the DQD is mediated by electron phonon coupling and coupling to the cavity mode. We show that electronic transport through the DQD leads to photon emission from the cavity at a rate of 10 MHz. With a small cavity drive field, we observe a gain of up to 15 in the cavity transmission. Our results are analyzed in the context of existing theoretical models and suggest that it may be necessary to account for inelastic tunneling processes that proceed via simultaneous emission of a phonon and a photon.