The iron-based high temperature superconductors exhibit a rich phase diagram reflecting a complex interplay between spin, lattice, and orbital degrees of freedom. The nematic state observed in these compounds epitomizes this complexity, by entangling a real-space anisotropy in the spin fluctuation spectrum with ferro-orbital order and an orthorhombic lattice distortion. A subtle and less-explored facet of the interplay between these degrees of freedom arises from the sizable spin-orbit coupling present in these systems, which translates anisotropies in real space into anisotropies in spin space. We present nuclear magnetic resonance studies, which reveal that the magnetic fluctuation spectrum in the paramagnetic phase of BaFe₂As₂ acquires an anisotropic response in spin-space upon application of a tetragonal symmetry-breaking strain field. Our results unveil an internal spin structure of the nematic order parameter, indicating that electronic nematic materials may offer a route to magneto-mechanical control.