We study a coherently driven semiconductor laser cavity containing a single quantum dot(QD) (as gain medium) with optical feedback under Markovian approximation. We have obtained coupled operator equations for the model Hamiltonian using standard input-output formalism of cavity-QED and have found that these equations do not have any finite steady state solutions. We have also used an exact numerical framework based on Matlab platform qotoolbox, to compute the temporal dynamics of the mean excitation number of laser cavity mode under high feedback coupling regime. We have further studied the photon correlations of both the cavity mode as well as external feedback mode to feedback identify the laser parameters and coupling strength that give the nonclassical sub-Poissonian photon statistics. This work is useful for coherent control of photon statistics and photon correlations in the semiconductor laser with optical feedback.