A single quantum particle can be described by a wavefunction that spreads over arbitrarily large distances; however, it is never detected in two (or more) places. This strange phenomenon is explained in the quantum theory by what Einstein repudiated as ‘spooky action at a distance’: the instantaneous nonlocal collapse of the wavefunction to wherever the particle is detected. Here we demonstrate this single-particle spooky action, with no efficiency loophole, by splitting a single photon between two laboratories and experimentally testing whether the choice of measurement in one laboratory really causes a change in the local quantum state in the other laboratory. To this end, we use homodyne measurements with six different measurement settings and quantitatively verify Einstein’s spooky action by violating an Einstein–Podolsky–Rosen-steering inequality by 0.042±0.006. Our experiment also verifies the entanglement of the split single photon even when one side is untrusted.