This paper reports results on investigations of the dynamical behavior of a semiconductor laser with quantum dots active medium under the influence of a feedback from double external cavity. This configuration is treated in the framework of Lang-Kobayashi equations. The locus of external cavity modes is found to be elliptic, as in case of conventional optical feedback, but also represents different shapes, even with possible satellite bubbles. A bifurcation analysis is carried out revealing the points of saddle-node and Hopf bifurcations. Finally, the nature of bifurcations and the stability of steady state solutions are analyzed in dependence on different parameters.