We report the experimental observation of Snell's law for magnetostatic spin waves in thin ferromagnetic Permalloy films by imaging incident, refracted, and reflected waves. We use a thickness step as the interface between two media with different dispersion relations. Since the dispersion relation for magnetostatic waves in thin ferromagnetic films is anisotropic, deviations from the isotropic Snell's law known in optics are observed for incidence angles larger than 25° with respect to the interface normal between the two magnetic media. Furthermore, we can show that the thickness step modifies the wavelength and the amplitude of the incident waves. Our findings open up a new way of spin wave steering for magnonic applications.