Novel TMR (Tunneling Magneto-Resistance) devices composed of single-crystalline semiconductors with (Ga,Mn)As for ferromagnetic electrodes and ZnSe for tunnel barrier, were developed. The spin-dependent transport properties of the TMR devices were studied in detail. It has been confirmed with the semiconductor-based TMR devices that (i) large TMR effects can be obtained just like with the metal-based TMR devices, and (ii) anisotropic TMR effects reflecting hole characteristics of semiconductors can be demonstrated in contrast to the metal-based TMR devices. The results verify holding and transfer of spin information in semiconductor spintronic devices. This research will open the way to realization of spin transistors.