Chip-scale integration of optoelectronic devices such as lasers, waveguides, and modulators on silicon is prevailing as a promising approach to realize future ultrahigh speed optical interconnects. We review recent progress of the direct epitaxy and fabrication of quantum dot (QD) lasers and integrated guided-wave devices on silicon. This approach involves the development of molecular beam epitaxial growth of self-organized QD lasers directly on silicon substrates and their monolithic integration with amorphous silicon waveguides and quantum well electroabsorption modulators. Additionally, we report a preliminary study of long-wavelength (>1.3 \mum) Q D lasers grown on silicon and integrated crystalline silicon waveguides using membrane transfer technology.