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The Zeeman effect lowers the energy of electrons with spin states which are anti-parallel to the applied magnetic field but lifts that of spin parallel states. In quantum spin liquids where the spin and charge degrees of freedom are fractionalized, anomalous Zeeman response may be expected. In the case of spin liquids with spinon Fermi surface, the threshold energy to excite an electronic state is found to exhibit no Zeeman shift. This is specific to the spinon Fermi surface case. In contrast, other gapped spin liquids are expected to exhibit the standard Zeeman shift at the band edge even though they also exhibit spin-charge fractionalization. When gauge field fluctuations are included, we find that the Zeeman shift of the electronic states gets affected by the gauge field induced binding. In the electronic density of states spectra, weak gauge binding induces band edge resonance peaks which exhibit the Zeeman shift in the same direction as that in the standard Zeeman effect, but the shift is reduced as the binding potential increases. With further increase in the binding potential the resonance becomes true in-gap bound states and eventually the shift direction reverses so it is opposite to the standard Zeeman effect. We propose that one can perform spin polarized scanning tunneling microscope measurements as a test of the spinon Fermi sea ground state in quantum spin liquid candidate materials.