We study numerically the synchronization properties of two unidirectionally coupled semiconductor lasers subject to filtered optical feedback. Due to the filter, the induced delay dynamics is modified with respect to the dynamics of the conventional optical feedback case. We find substantially higher degree of correlation between the lasers when the receiver has similar feedback to the emitter (closed loop scheme) than when the receiver operates without feedback (open loop scheme). Furthermore, filtered feedback schemes require less coupling strength than their conventional optical feedback counterparts. We show that this chaos-based communication scheme allows for the transmission and recovery of encrypted messages. The performance of the system is optimal when similar filters are used in transmitter and receiver.