We report electronic transport measurements through a silicon hybrid double quantum dot consisting of a donor and a quantum dot. Transport spectra show resonant tunneling peaks involving different valley states, which illustrate the valley splitting in a quantum dot on a Si/SiO2 interface. The detailed gate bias dependence of double dot transport allows a first direct observation of the valley splitting in the quantum dot, which is controllable between 160-240 ueV with an electric field dependence 1.2 +- 0.2 meV/(MV/m). A large valley splitting is an essential requirement to implement a physical electron spin qubit in a silicon quantum dot.