An optical dipole nano-antenna can be constructed by placing a sub-wavelength dielectric (e.g., air) gap between two metallic regions. For typical applications using light in the infrared region, the gap width is generally in the range between 50 and 100 nm. Owing to the close proximity of the electrodes, these antennas can generate very intense electric fields that can be used to excite nonlinear effects. For example, it is possible to trigger surface Raman scattering on molecules placed in the vicinity of the nano-antenna, allowing the fabrication of biological sensors and imaging systems in the nanometric scale. However, since nano-antennas are passive devices, they need to receive light from external sources that are generally much larger than the antennas. In this article, we numerically study the coupling of light from microdisk lasers into plasmonic nano-antennas. We show that, by using micro-cavities, we can further enhance the electric fields inside the nano-antennas.