The synchronization of chatoic semiconductor lasers with optical feedback is studied numerically in a one-way coupling configuration, in which a small amount of the intensity of one laser (master laser) is injected coherently into the other (slave laser). A regime of anticipated synchronization is found, in which the intensity of the slave laser is synchronized to the future chaotic intensity of the master laser. Anticipation is robust to small noise and parameter mismatches, but in this case the synchronization is not complete. It is also shown that anticipated synchronization occurs in coupled time-delay systems, when the coupling has a delay that is less than the delay of the systems.