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Heterostructures or multilayers made of magnetic materials and topological insulators (TIs) have been of great interest due to the novel phenomena arising from the interfaces, such as quantum anomalous Hall effect and topological Hall effect, as well as their potential applications in spintronics. Although many magnetic TI heterostructures have been achieved, most of the magnetic layers on the top of TIs are metallic, hindering the study of electrical transport in TIs. Growing a magnetic insulator on top of TI in a large area is challenging due to limitations in sample preparation. Cr₂Ge₂Te₆ (CGT), a layered ferromagnetic semiconductor with a crystal structure similar to BST, is a suitable candidate and becomes insulating at low temperatures. In this work, we report the van der Waals epitaxy of CGT on (Bi,Sb)₂Te₃ (BST)/sapphire using molecular beam epitaxy. Compared to polycrystalline CGT films directly grown on sapphire substrates, single crystalline CGT films were achieved on the BST surface. Square magnetic hysteresis with an easy axis along c-axis was observed in a 12 nm CGT grown on 3 nm BST/sapphire; the saturation magnetization was 37 emu/cm³ at 10 K and the Curie temperature (T_c) was 67 K, slightly higher than the value of bulk single crystal of 61 K. Furthermore, large anomalous Hall hysteresis was observed below T_c, which could be attributed to the magnetized BST.