Semiconductor lasers are very sensitive to optical feedback. Although it is well known that coherent feedback lowers the threshold of the laser, the characteristics of the transition from low-coherence radiation—dominated by spontaneous emission—below threshold to high-coherence radiation—dominated by stimulated emission—above threshold have not yet been investigated. Here we show experimentally that, in contrast to the transition that occurs in the solitary laser, in the laser with feedback the transition to high-coherence emission can occur abruptly. We use the speckle technique to show that the transition varies from smooth to abrupt as the amount of light fed back to the laser increases.