The importance of the spin-orbit coupling (SOC) effect in Fe-based superconductors (FeSCs) has recently been under hot debate. Considering the Hund’s coupling-induced electronic correlation, the understanding of the role of SOC in FeSCs is not trivial and is still elusive. Here, through a comprehensive study ofSe77andFe57nuclear magnetic resonance, a nontrivial SOC effect is revealed in the nematic state of FeSe. First, the orbital-dependent spin susceptibility, determined by the anisotropy of theFe57Knight shift, indicates a predominant role from the3dxyorbital, which suggests the coexistence of local and itinerant spin degrees of freedom in the FeSe. Then, we reconfirm that the orbital reconstruction below the nematic transition temperature (Tnem∼90K) happens not only on the3dxzand3dyzorbitals but also on the3dxyorbital, which is beyond a trivial ferro-orbital order picture. Moreover, our results also indicate the development of a coherent coupling between the local and itinerant spin degrees of freedom belowTnem, which is ascribed to a Hund’s coupling-induced electronic crossover on the3dxyorbital. Finally, because of a nontrivial SOC effect, sizable in-plane anisotropy of the spin susceptibility emerges in the nematic state, suggesting a spin-orbital-intertwined nematicity rather than a simple spin- or orbital-driven nematicity. The present work not only reveals a nontrivial SOC effect in the nematic state but also sheds light on the mechanism of nematic transition in FeSe.