arXiv:2610.19627v1 Announce Type: new Abstract: Differentiable reinforcement learning shows strong promise for robot policy learning, but its application to legged locomotion has remained limited to blind walking or simulated 2D tasks. Extending it to end-to-end visual obstacle avoidance is challenging because hard collision constraints and early termination upon contact corrupt first-order gradients, trapping optimizers in local minima. We present E2DRL, which addresses this with a soft differentiable obstacle-interaction formulation: penetration penalties across multiple body keypoints with velocity-conditioned stop-gradient shaping to provide the first-order training signals for 3D obstacle avoidance. To realize a deployable perception-control system, a privileged teacher trained via Soft Analytic Policy Optimization (SAPO) in a differentiable simulator is distilled into a recurrent depth-based student via DAgger, then blended with a base locomotion policy using a terrain-aware gating module for deployment. In simulation, E2DRL achieves higher sample efficiency than PPO and demonstrates superior velocity-tracking performance and 3D obstacle-avoidance capability compared with both PPO and Duality-based DCBF NMPC. We present the first sim-to-real validation of end-to-end differentiable RL for 3D obstacle avoidance on a Unitree Go2 in static and dynamic environments.