The thermopower of a Kondo-correlated gate-defined quantum dot is studied using a current heating technique. In the presence of spin correlations, the thermopower shows a clear deviation from the semiclassical Mott relation between thermopower and conductivity. The strong thermopower signal indicates a significant asymmetry in the spectral density of states of the Kondo resonance with respect to the Fermi energies of the reservoirs. The observed behavior can be explained within the framework of an Anderson-impurity model.