We milled a sub-wavelength diffraction grating on the facet of a large mode area fiber. The diffraction grating had different reflectivities for TE and TM polarized light. It was tested in a thulium-doped fiber laser where it functioned as a low reflectivity output mirror integrated with an intracavity polarizer. Compared to the laser with a perpendicularly cleaved output fiber, the laser with diffraction grating had a slightly increased threshold power and the same slope efficiency. The beam quality factor M2 was not impaired. Polarization extinction ratios of about 20 dB that were observed at low laser powers dropped to 10 dB at high powers.