"We have to be satisfied as it was a very tough game," Russia coach Dick Advocaat told reporters.
"We were quite nervous in the first half but played better in the second. I'm very happy with the effort as well as the end result," the Dutchman added.
Russia are top of Group B with 16 points from seven matches, three ahead of both Ireland and Slovakia who were playing in Dublin later on Friday.
Macedonia, who have no chance of qualifying, stayed second from bottom on four points.
Semshov struck with the home side's first shot on goal four minutes before the break following a fine solo run through the defence by captain Andriy Arshavin.
The Dynamo Moscow midfielder wasted two early chances but made amends when his low drive from the edge of the box deflected off a defender and wrong-footed goalkeeper Martin Bogatinov.
Just before that Macedonia captain Goran Pandev missed a glorious chance when he was left unmarked in front of goal but fired straight at keeper Vyacheslav Malafeyev, who was replacing the injured Igor Akinfeyev.
Malafeyev, who has not played in a competitive international since a 3-0 defeat by England almost three years ago, looked nervous as he was tested a number of times with long-range shots.
Defender Goran Popov missed Macedonia's last chance in added time when his 20-metre effort was blocked by Malafeyev.
The visitors suffered a further blow after the final whistle when former Inter Milan striker Pandev, who had been booked in the first half, was shown a red card for arguing with the referee.
"I think we played well," said former Wales and Real Madrid coach Toshack who took over at Macedonia last month, succeeding the sacked Mirsad Jonuz.
"We should have had a penalty in the first half. It was a turning point in the match as Russia scored right after that."
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