Nonclassical states of light, such as number-squeezed light, with fluctuations below the classical shot noise level, have important uses in metrology, communication, quantum information processing, and quantum simulation. However, generating these nonclassical states of light, especially with high intensity and a high degree of squeezing, is challenging. To address this problem, we introduce a new concept which uses gain to generate intense sub-Poissonian light at optical frequencies. It exploits a strongly nonlinear gain for photons which arises from a combination of frequency-dependent gain and Kerr nonlinearity. In this laser architecture, the interaction between the gain medium and Kerr nonlinearity suppresses the spontaneous emission at high photon number states, leading to a strong "negative feedback" that suppresses photon-number fluctuations. We discuss realistic implementations of this concept based on the use of solid-state gain media in laser cavities with Kerr nonlinear materials, showing how 90% squeezing of photon number fluctuations below the shot noise level can be realized.