We study the evolution of the excited-state photoluminescence of a single self-assembled quantum dot as a function of applied magnetic field in a regime where the cyclotron energy is comparable to the confinement energy. As expected, we observe the splitting of the angular-momentum states following the Fock-Darwin scheme, but we also observe that each state further splits into a doublet which shows an unexpected evolution with increasing magnetic field. This behavior cannot be explained by a simple Zeeman spin splitting but is rather consistent with the observation of spin-orbit coupling where the spin of electrons is coupled with the envelope function orbital angular momentum. We show that the addition of this type of spin-orbit coupling to the single-particle Fock-Darwin model can account for the observed dependence. By comparison of our data with such a model, we derive a spin-orbit intensity of ͓͑3.9Ϯ 0.3͒ ϫ 10 −9 eV cm͔ 2 .