  Muon spin rotation/relaxation spectroscopy %(supported by magnetization
measurements) has been employed to study electron localization around a donor
center - the positive muon - in the 3d magnetic spinel semiconductor
CdCr$_2$Se$_4$ at temperatures from 2 to 300 K in magnetic fields up to 7 T. A
bound state of an electron around a positive muon - a magnetic polaron - is
detected far above the ferromagnetic transition up to 300 K. Electron
localization into a magnetic polaron occurs due to its strong exchange
interaction with the magnetic 3d electrons of local Cr$^{3+}$ ions, which
confines its wave function within R\approx 0.3 nm, allowing significant overlap
with both the nearest and next nearest shells of Cr ions.
