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Single lanthanide atoms and molecules are promising candidates for atomic data storage and quantum logic due to the long lifetime of their magnetic quantum states. Accessing and controlling these states through electrical transport requires precise knowledge of their electronic configuration at the level of individual atomic orbitals, especially of the outer shells involved in transport. However, no experimental techniques have so far shown the required sensitivity to probe single atoms with orbital selectivity. Here we resolve the magnetism of individual orbitals in Gd and Ho single atoms on MgO/Ag(100) by combining X-ray magnetic circular dichroism with multiplet calculations and density functional theory. In contrast to the usual assumption of bulk-like occupation of the different electronic shells, we establish a charge transfer mechanism leading to an unconventional singly ionized configuration. Our work identifies the role of the valence electrons in determining the quantum level structure and spin-dependent transport properties of lanthanide-based nanomagnets.