The result lifts Dick Advocaat's side onto 16 points from seven matches and into top spot before the Republic of Ireland play Slovakia later.
Disappointing results such as a home defeat by Slovakia and a draw in Armenia had put Russia in a situation where they could ill-afford to drop more points in the race for automatic qualification, but they started confidently, pinning Macedonia back from the kick-off.
The visitors defended well and looked like going in at the interval on level terms until Semshov found the breakthrough in the 41st minute when his shot from the edge of the area beat Macedonian goalkeeper Martin Bogatinov with the help of a slight deflection.
Macedonia pushed forward in search of an equaliser, but could find no way past keeper Vyacheslav Malafeev.
Tottenham Hotspur forward Roman Pavlyuchenko, who replaced Semshov at half-time, missed a great chance to double Russia's lead just after the hour.
Lokomotiv Moscow's Dmitri Torbinsky then saw a header from point-blank range well-saved by Bogatinov, and the same player missed another chance with nine minutes to go, sending the ball inches wide of the right-hand post from just inside the box.
Macedonia defender Goran Popov had a chance to save the day for his team in injury-time, but his attempt was turned behind by Malafeev.
The result leaves Macedonia, playing their first match under new coach John Toshack, second-bottom on four points after seven games, while Russia on the other hand, can now go into Tuesday's crunch match with Ireland in confident mood.