We study the Kondo effect in a quantum dot or a single molecule coupled to ferromagnetic leads. Spin-dependent quantum charge fluctuations in the dot induce the lifting of the spin degeneracy of the dot. It leads to the dot's level spin splitting observed in the nonequilibrium transport as a splitting of a zero-bias anomaly in the differential conductance. We discuss basic properties of this effect and its temperature dependence using numerical renormalization group technique. Recent experimental results fit well to our theoretical consideration.