We have grown an ultrathin epitaxial Fe/MgO bilayer on (Ga, Mn) As by e-beam evaporation in UHV. The system structure has been investigated by high resolution transmission electron microscopy (TEM) experiments which show that the Fe and MgO films, covering completely the (Ga, Mn) As, grow with the epitaxial relationship Fe [100](001)∥ MgO [110](001)∥(Ga, Mn) As [110](001). The magnetic reversal process, studied by the magneto-optical Kerr effect (MOKE) at room temperature, demonstrates that the iron is ferromagnetic and possesses a cubic anisotropy, confirming the epitaxy relationship found with TEM. Resistivity measurements across the barrier display a non-Ohmic behavior characterized by cubic conductance as a function of the applied voltage suggesting tunneling-dominated transport across the barrier.