High-density optical spin injection and the dynamics from a diluted magnetic semiconductor (DMS) of Zn0.95Mn0.05Se as a spin injector into self-assembled quantum dots of CdSe have been studied by means of time- and spin-resolved photoluminescence. Spin relaxation during the injection becomes significant with increasing the density of spin-polarized exciton in the DMS. This spin relaxation can be caused by the diffusive transfer of spin-polarized electrons through the barrier, when the energy of spin-polarized electron generated in the DMS exceeds the barrier energy due to a filling effect for localized-exciton states in the DMS.