We have fabricated highly sensitive micromechanical cantilever magnetometers and, by this means, investigated the de Haas-van Alphen effect of a two-dimensional electron system in a modulation-doped Si/SiGe heterostructure. As a function of perpendicular magnetic field component B⊥ we observe at low temperature sawtooth-like oscillations of the magnetization M. These are found at even integer filling factors v = ns/(eB ⊥/h) = 4(N + 1) with N = 0, 1, 2..., when the chemical potential is in the Landau energy gap, and at v = (4N + 2) where the spin splitting of the Landau levels occurs. In particular, we also observe oscillations at odd v where the valley degeneracy is lifted. This signal increases significantly with B⊥. We discuss our findings in the framework of electron-electron interaction in the presence of disorder. © 2005 American Institute of Physics.