We succeeded in efficiently fabricating polymer magnetic semiconductor thin films composed of poly(3-hexylthiophene-2,5-diyl) (P3HT) and Fe3O4 magnetic nanoparticles at ambient temperature. A strong magnetic signal was observed with a magnetic force microscope after the application of a magnetic field to the P3HT film with embedded Fe3O4 magnetic nanoparticles. The polymer magnetic semiconductor had an obvious ferrimagnetic hysteresis curve, which was measured using a superconducting quantum interference device at room temperature, and its coercivity was 300 Oe, which indicated strong spin coupling between P3HT molecules and Fe3O4 magnetic nanoparticles.