We have realized a micromechanical cantilever magnetometer with an integrated two-dimensional electron system (2DES) in an AlGaAs/GaAs heterostructure grown by molecular-beam epitaxy (MBE). The cantilever was defined by lithography and wet-etched selectively to a MBE-grown stop layer. We reach a sensitivity of 10-13 J/T, which enables us to study the de Haas-van Alphen effect in a 2DES of only 0.04 cm2 area. We demonstrate that, at low temperature, the oscillation amplitude at even filling factors is enhanced by a factor of up to 1.8 with respect to the single-particle value.