We carefully investigated the ferromagnetic coupling in the as-grown and annealed ferromagnetic semiconductor GaMnAs/AlGaMnAs bilayer devices. We observed that the magnetic interaction between the two layers strongly affects the magnetoresistance of the GaMnAs layer with applying out of plane magnetic field. After low temperature annealing, the magnetic easy axis of the AlGaMnAs layer switches from out of plane into in-plane and the interlayer coupling efficiency is reduced from up to 0.6 to less than 0.4. However, the magnetic coupling penetration depth for the annealed device is twice that of the as-grown bilayer device.