Spin injection processes from a Zn_0.80Mn_0.20Se diluted magnetic semiconductor (DMS) to adjacent self-assembled CdSe quantum dots (QDs) were investigated by cw and time-resolved magneto-optical spectroscopy in combination with tunable laser excitation. Direct experimental evidence for the spin injection was provided from the generation of the spin polarization in the QDs, which was opposite to their expected intrinsic polarization, by resonantly generating the spins in the DMS. The observed limited spin polarization generated by the spin injection, together with the sensitivity of the spin injection efficiency on structure design, indicates severe spin loss during the process and calls for further investigations to optimize spin injection efficiency in quantum structures. © 2007 Elsevier Ltd. All rights reserved.