Anisotropic x-ray magnetic linear dichroism (AXMLD) provides a novel element-, site-, shell-, and symmetry-selective techniques to study the magnetic anisotropy induced by a crystalline electric field. The weak Eu2+ M4,5 AXMLD observed in EuO(001) indicates that the Eu 4f states are not rotationally invariant and hence contribute weakly to the magnetic anisotropy of EuO. The results are contrasted with those obtained for 3d transition metal oxides.