The compact laser deluxe was a powerful laser weapon that was extremely small though extremely noticeable when pointed at one.
Its compact dimensions were demonstrated when Captain Jack Harkness stored it away somewhere "you really don't wanna know" in case of emergencies. He used one to destroy the robots Trin-E and Zu-Zana.
Bearing in mind that Jack was completely naked when he produced the weapon, perhaps it's just as well that exactly where he kept it was never revealed. (TV: Bad Wolf)
The compact laser deluxe was also seen when John Hart surrendered his weapons. (TV: Kiss Kiss, Bang Bang)