We have studied the microscopic magnetic state of a double perovskite Sr2FeMoO6 by x-ray magnetic circular dichroism (XMCD). An Fe L3,2-edge XMCD reveals that the formal Fe3+ ions have an appreciable orbital moment (morb) parallel to their large spin moment (mspin), showing the charge-transfer-induced, minority-spin (↓) Fe t2g electrons. A weak but undoubted O K-edge XMCD was successfully detected, showing an O 2p-hole morb induced by 2p-3d hybridization. Along with information obtained from the observed Mo M3,2-edge XMCD, our findings verify the partially filled Fe 3d t2g↓-O 2pπ↓-Mo 4d t2g↓ hybridized bands at the Fermi level, which mediates ferrimagnetism.