We report an experimental test of Leggett's non-local hidden variable theory in an orbital angular momentum (OAM) state space of light. We show that the correlations we observe are in conflict with Leggett's model, thus excluding a particular class of non-local hidden variable theories for the first time in a non-polarization state space. It is known that the violation of the Leggett inequality becomes stronger as more detection settings are used. The required measurements become feasible in an OAM subspace, and we demonstrate this by testing the inequality using three and four settings. We observe excellent agreement with quantum predictions and a violation of five and six standard deviations, respectively, compared to Leggett's non-local hidden variable theory.