We have shown for the first time that a detailed and systematic study of the threshold‐wavelength and the threshold‐temperature dependences at different lasing wavelengths of laser diodes with built‐in frequency selective feedback (FSF) mechanisms such as distributed feedback lasers, distributed Bragg reflector lasers, and lateral‐evanescent field distributed feedback lasers, can be conveniently performed by utilizing external cavity semiconductor lasers with frequency selective feedback. The results obtained show that the position of the FSF lasing mode within the spectral gain profile of the laser significantly affected the threshold current and threshold‐temperature dependence.