We report the transient response of wavelength switching in multicavity laser diodes. Spatially separated Bragg gratings embedded in a single fiber are used to map optical emission wavelength to photon round‐trip time in an external cavity mode‐locked laser diode. Transient emission wavelength and mode‐locked pulse formation are explored by switching applied radio frequency modulation. Initial conditions are found to dominate transient response. A hot photon cavity has a characteristic rise time corresponding to approximately two photon cavity round trips. A cold photon cavity exhibits significant turn‐on delay and rise time that depends on applied radio frequency signal power and is independent of above threshold steady‐state current bias. ©1996 American Institute of Physics.