The use of magnetic molecules opens a gateway to a flexible design of spintronic devices to store, manipulate, and read spin information at nanoscale level. Crucial is the precise knowledge of molecular properties at the interface towards an electrode. Progress into this field relies on resolving and understanding the physics at the relevant interface, the role of individual molecular constituents, and the impact of the atomic environment nearby on molecular properties. Here, we apply spin-polarized scanning tunneling microscopy to resolve the physics of such an interface formed of a magnetic metal-organic molecule adsorbed on a magnetic substrate to observe on an atomic scale the operation of single-molecule spin filter. The experimental data reveal a significant and strongly site dependent localization of spin split states at the interface. To understand the resulting spin-polarization, density functional theory calculations are performed with an extension to describe correlation effects present due to the close proximity of a molecule and a metallic substrate. The results of the joint work are presented and the physical processes at the molecule-electrode interface are discussed.