The dimeric motor protein kinesin-1 converts chemical energy from ATP hydrolysis into mechanical work used to transport cargo along microtubules. Cargo attached to the kinesin stalk moves processively in 8-nm increments as its twin motor domains (heads) carry out an asymmetric, 'hand-over-hand' walk. The extent of individual head interactions with the microtubule during stepping, however, remains controversial. A major experimental limitation has been the lack of a means to monitor the attachment of an individual head to the microtubule during movement, necessitating indirect approaches. Here we report the development of a single-molecule assay that can directly report head binding in a walking kinesin molecule, and show that only a single head is bound to the microtubule between steps at low ATP concentrations. A bead was linked to one of the two kinesin heads by means of a short DNA tether and used to apply rapidly alternating hindering and assisting loads with an optical trap. The time-dependent difference between forwards and backwards displacements of the bead alternated between two discrete values during stepping, corresponding to those intervals when the linked head adopted a bound or an unbound state. The linked head could only rebind the microtubule once ATP had become bound to its partner head.