Nonlinear frequency conversion is ubiquitous in laser engineering and quantum information technology. A long-standing goal in photonics is to integrate on-chip semiconductor laser sources with nonlinear optical components. Engineering waveguide lasers with spectra that phase-match to nonlinear processes on the same device is a formidable challenge. Here, we demonstrate differencefrequency generation in an AlGaAs Bragg reflection waveguide which incorporates the gain medium for the pump laser in its core. We include a quantum dot layer in the AlGaAs waveguide that generates electrically driven laser light at ∼790 nm, and engineer the structure to facilitate nonlinear processes at this wavelength. We perform difference-frequency generation from 1540 nm to 1630 nm using the on-chip laser, which is enabled by the broad modal phase-matching of the AlGaAs waveguide, and measure conversion efficiencies up to (7.5 ± 2.4) • 10 −2 %/W/cm 2 . Our work paves the way towards devices unifying on-chip active elements and strong optical nonlinearities to enable highly integrated photonic systems-on-chip.