When surface states (SSs) form in topological insulators (TIs), they inherit the properties of bulk bands, including the electron-hole (e-h) asymmetry but with much more profound impacts. Here, via combining magneto-infrared spectroscopy with theoretical analysis, we show that e-h asymmetry significantly modifies the SS electronic structures when interplaying with the quantum confinement effect. Compared to the case without e-h asymmetry, the SSs now bear not only a band asymmetry as that in the bulk but also a shift of the Dirac point relative to the bulk bands and a reduction of the hybridization gap up to 70%. Our results signify the importance of e-h asymmetry in band engineering of TIs in the thin film limit.