The dataset presented here corresponds to the experimental data reported in the manuscript "Sub-kHz linewidth VECSEL for cold atoms experiments" to be published in Optics Express (https://doi.org/10.1364/OE.390982). This paper describes the design and operation of an ultra-narrow linewidth and low noise AlGaInP-based vertical-external-cavity surface-emitting-lasers (VECSEL) with emission at 689 nm. First, it includes the VECSEL power transfer with and without an intracavity birefringent filter (both plotted in Fig. 2(a)); and the free-running emission wavelength and tunability (Fig. 2(b)). Second, the frequency noise analysis is presented for the VECSEL system for the case of both free-running operation and when locked to a reference cavity via the Pound-Drever-Hall technique. Fig. 3 presents the power spectral density (PSD) for both cases for an acquisition time of 2s. Fig. 4(a) presents the PSD for an acquisition time of 100s from which an estimate of the linewidth of the locked laser is calculated via auto-correlation and the Wiener-Khintchine theorem, presented in Fig. 4(b). The inset of Fig. 4(b) shows the estimated linewidth, calculated using the same method, for a range of acquisition times. Fig. 5 presents the relative intensity noise (RIN) for the VECSEL system and pump laser. Finally, the results of a beat note measurement against a second VECSEL system locked to the same reference cavity (shown in Fig. 6(a)) and against a commercial ECDL locked to an ultra-stable reference cavity (shown Fig. 6(b)) are presented.