Electrical injection of spin polarized holes from a Ga0.974Mn0.026As layer into In0.4Ga0.6As/GaAs quantum dots is achieved for temperatures up to 40 K. The spin injection efficiency at 4.5 K is similar to 26%. The temperature behavior of spin injection agrees with the measured temperature dependence of the magnetization in the (Ga,Mn)As layer. Control samples with Be doped GaAs contact layers do not exhibit similar polarization behavior.