Dynamics of a multimode quantum dot laser with polarization-rotated optical feedback is investigated in a wide range of bias current. The results reveal that the laser is more sensitive to optical feedback when the polarization of feedback beam is rotated a large angle from the original polarization, which is different from the results in DFB lasers. Anticorrelated fluctuations between orthogonal polarizations are observed in a certain range of selected polarizations. Accordingly, dynamics in the total power can be weaker than that in a selected polarization. The anticorrelated polarization dynamics may be related to different polarizations of longitudinal modes.