High contrast gratings (HCG) have drained recently highly attractive perspectives for VCSEL devices through the wide potentialities for obtaining unique optical properties with these integrable optical elements, in contrast to conventional Bragg reflectors. Since most of the HCG approaches on III-V based photonic devices are based on semiconductor/air-gap structures, strong limitations are foreseen for the integration in practical lasers. We proposed to exploit the high refractive index contrast available in the AlOx/GaAs system for which the oxide is formed with the mature thermal wet oxidation technique. High reflective and polarization selective mirrors can thus been achieved monolithically by means of a VCSEL compatible process technology, in a wide spectral range from near to mid infrared. Jointly, the AlOx lateral confinement scheme is proposed for implementation in mid infrared emitters. We present in this paper the fabrication and performances of AlOx/GaAs HCG operating between 2.3 and 2.6 μm and their integration within oxide-confined mid-infrared electrically pumped VCSELs.