We investigate high resolution laser absorption spectroscopy of a single InGaAs/GaAs self-assembled quantum dot embedded in a field-effect structure. We show experimentally that the interband optical absorption to the lower Zeeman branch of the singly charged exciton is strongly inhibited due to spin (Pauli) blockade of the optical transition. At high magnetic fields the optical absorption to the upper Zeeman branch dominates the absorption spectrum. We find however that the spin blockade is not complete and a 10% leakage remains at high magnetic fields. Applying a gate voltage to empty the dot of its resident electron turns off the spin blockade. This effect is observed at 1.5 K and up to 9 Tesla.