We study, both experimentally and numerically, a system of two coupled semiconductor lasers in an asymmetric configuration. A laser subject to optical feedback is bidirectionally coupled to a free running laser.While maintaining the coupling strength, we change the feedback rate and observe a transition from highly correlated low-frequency fluctuations to episodic synchronization between dropouts and jump-ups. Our results resemble those obtained recently in a unidirectionally coupled system Buldú et al., Phys. Rev. Lett. 96, 024102 2006.