Electrical control over electron spin is a prerequisite for spintronics spin-based quantum information processing. In particular, control over the interaction between the orbital motion and the spin state of electrons would be valuable, because this interaction influences spin relaxation and dephasing. Electric fields have been used to tune the strength of the spin-orbit interaction in two-dimensional electron gases, but not, so far, in quantum dots. Here, we demonstrate that electrical gating can be used to vary the energy of the spin-orbit interaction in the range 50-150 µeV while maintaining the electron occupation of a single self-assembled InAs quantum dot. We determine the spin-orbit interaction energy by observing the splitting of Kondo effect features at high magnetic fields.