We have investigated the electron momentum density of Co-3d electrons in LaCoO3 using X-ray Compton scattering in order to demonstrate the symmetry change of the Co(3d) electron orbital states through the spin-state transition. The electron momentum density reconstructed from the Compton profiles indicates the symmetry change in the 3d electron-orbital states between below and above 100 K, which provides the first microscopic direct evidence for the orbital symmetry change of occupied electronic state associated with the spin-state transition in LaCoO3. The reproduced electron orbital states show a covalent bond with O-2p orbitals, which is responsible for the collectiveness in the characteristics of the spin-state transition.