Semiclassical mechanics of systems with first-class constraints is developed. Starting from the quantum theory, one investigates such objects as semiclassical states and observables, semiclassical inner product, semiclassical gauge transformations and evolution. Quantum mechanical semiclassical substitutions (not only the WKB-ansatz) can be viewed as "composed semiclassical states" being infinite superpositions of wave packets with minimal uncertainties of coordinates and momenta ("elementary semiclassical states"). Each elementary semiclassical state is specified by a set (X,f) of classical variables X (phase, coordinates, momenta) and quantum function f ("shape of the wave packet" or "quantum state in the background X"). A notion of an elemantary semiclassical state can be generalized to the constrained systems, provided that one uses the refined algebraic quantization approach based on modifying the inner product rather than on imposing the constrained conditions on physical states. The inner product of physical states is evaluated. It is obtained that classical part of X the semiclassical state should belong to the constrained surface; otherwise, the semiclassical state (X,f) will have zero norm for all f. Even under classical constraint conditions, the semiclassical inner product is degenerate. One should factorize then the space of semiclassical states. Semiclassical gauge transformations and evolution of semiclassical states are studied. The correspondence with semiclassical Dirac approach is discussed.