The study of the net magneto‐capacitance, C(B), in thin films of the conducting polymer Poly(3 4‐ethylenedioxythiophene):poly(styrene sulfonate) (PEDOT:PSS) is presented. In the films there are charged electrically‐conducting PEDOT‐rich regions surrounded by PSS insulating charged material. The high‐conductivity grade PEDOT:PSS thin films are studied at low temperature, where the hopping conduction is dominant. It is experimentally observed that there is a finite net magneto‐capacitance, C(B), in the temperature range T = 1.7–3 K. Thus, the observed C(B) is a direct evidence for an intra‐site Coulomb interaction, U ≈ 2 meV, among the mobile charge carriers in the PEDOT‐rich regions. The lifting of spin degeneracy motivates PEDOT for use in spintronic applications.