We study experimentally as well as numerically the transport and generation of light in multiple scattering media with optical gain. By imaging the spatial distribution of light escaping from the side of the sample, the propagation depth is analyzed. Far below and far above random laser threshold, the spatial profile of emission light is independent of pump intensity, while around threshold, the spatial distribution of emission light changes profoundly. The experimental results are explained by interpreting the numerical solutions to a set of coupled time-dependent diffusion equations on a nonuniform spatial grid. Our studies provide a new and easily accessible method for observing the random laser threshold.