Laser diodes have become a key component in our everyday life. Discovered 50 years ago (1962), laser diode is used for reading information engraved in compact disk (CD), for transmitting informations in modern telecommunication systems based on optical fibers, for reading bar codes at the supermarket, for positioning and ranging and for lightning. All those applications need a stable and predictible behavior of the laser. Nonetheless, it has been shown that lasers can emit an chaotic fluctuation of light intensity under certain conditions i.e. an unpredictable dynamic. The chaos, or the high sensitivity of a system leading to its unpredictibility, is nowaday observed in a large variety of physical and biologial systems. Chaos explains for example the mathématical impossibility to predict the weather beyond few days. This thesis is therefore at the interface between two main scientific themes : the dynamical behavior and the specifications of laser diodes, and the study of optical chaos.We propose in a first part to study the generation of optical chaos from a laser diode using an optical feedback which leads to complex dynamics between two polarisation states of the laser. An in-depth analysis of this dynamic shows the existence of unexpeted correlation properties between the polarisations which manifest themselves on several time-scales. We demonstrate, on the one hand, the interplay between the different time-scales and on the other hand, we bring a physical interpretation to this phenomenon.In a second part, we focus on a peculiar dynamic leading to regular switching between two polarization states in a laser diode subjected to optical feedback. Those swtichings lead to square-wave modulations. The modulation frequency can be driven by a simple modification of the feedback parameters. In addition, we observe the emergence of oscillatory and undamped dynamics which accompagny the upper state of the square-wave. An experimental and numerical analysis show that the frequency of those oscillations exceed the usual frequency signatures for this kind of laser system. The analytical study predicts frequencies going beyond 20 GHz for a peculier type of lasers called VCSELs.