Implementing time-delayed feedback in optoelectronic circuits allows one to uncover the rich physics and application potential of nonlinear dynamics. Important feedback effects are, for instance, the generation of broadband chaos, or laser self-pulsing. We explore the effect of optoelectronic feedback in an ultracompact microlaser–microdetector assembly operating in the regime of cavity quantum electrodynamics (cQED). This system is used to generate self-pulsing at MHz frequencies in the emission of a microlaser, which is qualitatively explained by a rate equation model taking cQED effects into account. The results show promise for exploring chaos in ultracompact nanophotonic systems and for technological approaches toward chaos-based secure communication, random number generation, and self-pulsed single photon sources on a highly integrated semiconductor platform.