We report the direct observation of coupling between a single self-assembled InAs quantum dot and a wetting layer, based on strong diamagnetic shifts of many-body exciton states using magneto-photoluminescence spectroscopy. An extremely large positive diamagnetic coefficient is observed when an electron in the wetting layer combines with a hole in the quantum dot; the coefficient is nearly one order of magnitude larger than that of the exciton states confined in the quantum dots. Recombination of electrons with holes in a quantum dot of the coupled system leads to an unusual negative diamagnetic effect, which is five times stronger than that in a pure quantum dot system. This effect can be attributed to the expansion of the wavefunction of remaining electrons in the wetting layer or the spread of electrons in the excited states of the quantum dot to the wetting layer after recombination. In this case, the wavefunction extent of the final states in the quantum dot plane is much larger than that of the initial states because of the absence of holes in the quantum dot to attract electrons. The properties of emitted photons that depend on the large electron wavefunction extents in the wetting layer indicate that the coupling occurs between systems of different dimensionality, which is also verified from the results obtained by applying a magnetic field in different configurations. This study paves a new way to observe hybrid states with zero- and two-dimensional structures, which could be useful for investigating the Kondo physics and implementing spin-based solid-state quantum information processing.