By means of scanning tunneling spectroscopy, the temperature-dependent exchange splitting of the magnetic dz2 -like surface state of Gd(0001) films was investigated. The exchange splitting amounts to 700 meV at 20 K and decreases down to 400 meV at 300 K. Above 300 K the splitting remains constant. Pure spin-mixing as well as pure Stoner-like behavior can therefore be excluded. Instead, the observations are explained by a local spin-polarization due to the atomic 4 f -moments which competes with spin-mixing caused by the thermal fluctuations of these moments.