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We present the first tunable vertical-cavity surface-emitting laser (VCSEL) where the top distributed Bragg reflector has been completely substituted by an air-cladded high-index-contrast subwavelength grating (HCG) mirror. In this way, an extended cavity design can be realized by reducing the reflection at the semiconductor-air interface using an anti-reflective coating (ARC). We demonstrate how the ARC can be integrated in a monolithic structure by oxidizing AlGaAs with high Al-content. The HCG VCSEL has the potential to achieve polarization stable single-mode output with high tuning efficiency. The HCG VCSEL shows a total tuning range of 16 nm around an emission wavelength of 1060 nm with 1-mW output power.