We present experimental studies of the magnetization of electrons in semiconductorquantum dots. Starting from a modulation-doped AlGaAs/GaAs heterostructure an array of dots was patterned by laser-interference lithography and deep mesa etching. The quantum-dot array was integrated into a highly sensitive micromechanical cantilever magnetometer. At a temperature of 0.3 K we observe pronounced oscillations in the magnetization. With regard to their periodicity and temperature dependence they differ from the de Haas–van Alphen effect observed in a two-dimensional electron system. We find that the magnetization calculated from the single-particle Fock–Darwin energies of a quantum dot does not reproduce the experiment. From this we conclude that the electronic ground state of the dots is strongly influenced by electron–electron interaction.