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We present infant-phase observations of the broad-line Type Ic supernova (SN Ic-BL) 2020lao, including optical spectroscopy beginning within about 48 hours of the inferred explosion epoch and extending to nearly 100 days. The explosion time was constrained by power-law fits to the rising TESS and ZTF light curves, with the first ZTF detection occurring only ∼27 hours after explosion. The optical light curves show a rapid rise that lasted for ≈8.8 days and a peak luminosity typical of SNe Ic-BL (i.e.,M_r ≃ −18.5 mag). Unlike some engine-driven SN Ic-BL events, the early light curve of SN 2020lao shows no evidence of an optical afterglow or excess emission, and the absence of any detectable shock–cooling component in the TESS and ZTF data constrains the progenitor to a compact Wolf-Rayet-like star whoseR_★is less than or equal to a few times theR_⊙, ruling out any extended envelope. The spectra resemble those of the X-ray-flash-associated SN 2006aj but with systematically higher expansion velocities. From Arnett-type fits to the bolometric light curve and measured Fe IIλ5169 line velocities, we infer a⁵⁶Ni mass of 0.23 ± 0.03 M_⊙, an ejecta mass (M_ej) of 3.2 ± 0.8 M_⊙, and a kinetic energy (E_K) of ∼(23.1 ± 12.4)×10⁵¹erg, corresponding to a specific kinetic energy (E_K/M_ej) of ≈(7.2 ± 3.5)×10⁵¹ergM_⊙⁻¹. Spectral synthesis modeling broadly reproduces the photospheric-phase spectra of SN 2020lao and suggestsE_K/M_ej ≈ 4.9 × 10⁵¹ergM_⊙⁻¹. SN 2020lao and SN 2006aj synthesized comparable amounts of⁵⁶Ni, yet SN 2020lao exhibitsE_K/M_ejvalues on the order of 5–10 times larger. Published VLA andSwift/XRT non-detections reveal no afterglow emission, allowing us to place stringent limits on relativistic ejecta and dense circumstellar material. Given that SN 2020lao reaches a specific kinetic energy typical of engine-driven SNe Ic-BL, the lack of an early optical excess together with the non-detections in the radio and X-ray bands suggests that if a relativistic jet was launched, the explosion must have been viewed far off axis or the jet was choked before breakout. If there was no relativistic jet, SN 2020lao would therefore be an extreme nonrelativistic SN Ic-BL. This underscores the importance of continued infant-phase, multiwavelength monitoring of these explosions.