The magnetic properties of a Co2FeAl/(Ga,Mn)As bilayer epitaxied on GaAs (001) are studied both experimentally and theoretically. Unlike the common antiferromagnetic interfacial interaction existing in most ferromagnet-magnetic semiconductor bilayers, a ferromagnetic interfacial interaction in the Co2FeAl/(Ga,Mn)As bilayer is observed from measurements of magnetic hysteresis and x-ray magnetic circular dichroism. The Mn ions in a 1.36 nm thick (Ga,Mn)As layer remain spin polarized up to 400 K due to the magnetic proximity effect. The minor loops of the Co2FeAl/(Ga,Mn)As bilayer shift with a small ferromagnetic interaction field of +24 Oe and -23 Oe at 15 K. The observed ferromagnetic interfacial coupling is supported by ab initio density functional calculations. These findings may provide a viable pathway for designing room-temperature semiconductor spintronic devices through magnetic proximity effect.