Electrical spin injection from an n‐type ZnMnSe spin aligner into III‐V p‐i‐n diode structures with InGaAs quantum dots (QDs) in the active layer is investigated. Analysis of the circular polarization degree (CPD) of the device emission indicates the spin polarization of the injected electrons. Values > 70% are obtained for the electroluminescence (EL) from the wetting layer and QDs with high ground‐state energy. Towards the low‐energy end of the emission spectrum, the CPD drops strongly. Temperature‐dependent measurements suggest, that this is due to spin relaxation taking place at a stage, when the electrons are not yet finally captured in the dots, i.e. in the GaAs spacer or the wetting layer. Furthermore, we demonstrate electrical spin injection into single InGaAs QDs, a prerequisite for future single spin manipulation experiments within the context of quantum information processing.