Diluted magnetic semiconductors currently attract immense experimental and theoretical attention as one of the most promising classes of materials for spintronic applications. We report a detailed density-functional-theory study of the influence of the clustering of the substitutional Mn impurities on the electronic structure, exchange interactions and Curie temperature of (GaMn)As. We demonstrate that the strong intra-cluster interaction of the Mn 3d states results in the change of the structure of the impurity band. The influence of this change on the exchange interactions and Curie temperature is revealed.