We have measured temperature dependencies of the electric resistance R and upper critical magnetic field H c2 of a magnetic superconductor Dy 0.6 Y 0.4 Rh 3.85 Ru 0.15 B 4 . The measurements were made for different angles ϕ of magnetic field inclination to the direction of measuring current and revealed strong anisotropy of the behavior of R(T ) and the values of H c2 (T ). By using the Werthamer-Gelfand-Hohenberg theory, we determined the Maki parameter α and the parameter of the spin-orbital interaction. For ϕ = 0• and 90• both parameters are close to zero, thus the magnitude of H c2 (0) ≈ 38 kOe is basically limited by the orbital effect. At ϕ = 45 • , a large value of the parameter α = 4.2 indicates dominating role of the spin-paramagnetic effect in the suppression of H c2 (0) down to 8.8 kOe. We suggest that such behavior of R(T ) and H c2 (T ) is caused by internal magnetism of the Dy atoms which may strongly depend on the magnetic field orientation.