Manipulating the spins of the topological surface states represents an essential step towards exploring the exotic quantum states emerging from the time reversal symmetry breaking via magnetic doping or external magnetic fields. The latter case relies on the Zeeman effect and thereby we need to estimate the g-factor of the topological surface state precisely. Here, we report the direct observations of the Zeeman effect at the surfaces of Bi2Se3 and Sb2Te2Se by spectroscopic-imaging scanning tunnelling microscopy. The Zeeman shift of the zero mode Landau level is identified unambiguously by appropriately excluding the extrinsic effects arising from the nonlinearity in the band dispersion of the topological surface state and the spatially varying potential. Surprisingly, the g-factors of the topological surface states in Bi2Se3 and Sb2Te2Se are very different (+18 and -6, respectively). Such remarkable material dependence opens up a new route to control the spins of the topological surface states.