The transfer of continuous-relief micro-optical structures from resist into GaAs by the use of direct-write electron-beam (e-beam) lithography followed by dry etching in an inductively coupled plasma is demonstrated. BCl3–Ar chemistry was found to give satisfactory results; N2 and Cl2 were added to change the selectivity between GaAs and e-beam resist. The transfer process generates smooth etched structures. Distortion of the diffractive structures in the transfer process was examined. Blazed gratings with a period of 10 μm were optically evaluated with a 940-nm VCSEL. This grating was a five-step approximation of a blazed profile. The diffraction efficiency was 67% in the first order, with a theoretical value of 87%. Also, simulations of the optical performance of the transferred diffractive elements were made by use of a Fourier transform of the grating profile. Our goal is to integrate micro-optical structures with VCSELs.