We study the dynamics of exciton-spin injection, transfer, and relaxation in self-assembled quantum dots ͑QDs͒ of CdSe coupled with a diluted magnetic semiconductor ͑DMS͒ layer of Zn 0.80 Mn 0.20 Se, where spinpolarized excitons can be injected from the DMS into the QDs. The degree of circular polarization P of excitonic photoluminescence ͑PL͒ at 5 T in the coupled QDs exhibits a rapid increase with increasing delay time, up to +0.3 at 25 ps after the pulse excitation of the DMS by a linearly polarized light. This development of a positive P value directly reflects the spin-injection dynamics from the DMS, since the intrinsic polarization of the QD excitons due to Zeeman splitting is P ϳ −0.1 when only the QDs are selectively excited. The P value gradually decays with time after reaching its maximum, as a result of the exciton-spin relaxation with a time constant of 800 ps in the QDs. Time-resolved circularly polarized PL spectra immediately after the pulse excitation directly show the exciton-energy dependence of the spin-injection dynamics in the QD ensemble, where two-dimensional-like QDs with higher exciton energies show higher receptivity to the spin-polarized excitons than three-dimensional-like dots with lower exciton energies. A rate equation analysis reveals all time constants responsible for the spin-injection dynamics. We deduce a time constant of 10 ps for the spin injection. The spin-injection efficiency of 0.94 is also obtained, which corresponds to the ratio between the number of the spin-polarized excitons responsible for the rise of the positive P value in the QD emission and the total number of the excitons injected from the DMS. Moreover, we observe that interdot exciton transfer significantly affects the P value within the QD emission band after the fast spin injection, in addition to the spin relaxation within the QDs.