We used polarized neutron reflectometry to determine the temperature dependence of the magnetization of thin AuFe films with 3% Fe concentration. We performed the measurements in a large magnetic field of 6 T in a temperature range from 295 to 2 K. For the films in the thickness range from 500 to 20 nm we observed a Brillouin-type behavior from 295 K down to 50 K and a constant magnetization of about 0.9 micro(B) per Fe atom below 30 K. However, for the 10 nm thick film we observed a Brillouin-type behavior down to 20 K and a constant magnetization of about 1.3 micro(B) per Fe atom below 20 K. These experiments are the first to show a finite-size effect in the magnetization of single spin-glass films in large magnetic fields. Furthermore, the ability to measure the deviation from the paramagnetic behavior enables us to prove the existence of the spin-glass state where other methods relying on a cusp-type behavior fail.