The electron spin state of a singly charged semiconductor quantum dot has been shown to form a suitable single qubit for quantum computing architectures with fast gate times. A key challenge in realizing a useful quantum dot quantum computing architecture lies in demonstrating the ability to scale the system to many qubits. In this Letter, we report an all optical experimental demonstration of quantum entanglement between a single electron spin confined to a single charged semiconductor quantum dot and the polarization state of a photon spontaneously emitted from the quantum dot's excited state. We obtain a lower bound on the fidelity of entanglement of 0.59±0.04, which is 84% of the maximum achievable given the timing resolution of available single photon detectors. In future applications, such as measurement-based spin-spin entanglement which does not require sub-nanosecond timing resolution, we estimate that this system would enable near ideal performance. The inferred (usable) entanglement generation rate is 3×10(3) s(-1). This spin-photon entanglement is the first step to a scalable quantum dot quantum computing architecture relying on photon (flying) qubits to mediate entanglement between distant nodes of a quantum dot network.