The origin of the interfacial perpendicular magnetic anisotropy (PMA) induced in the ultrathin Fe layer on the Au(111) surface was examined using synchrotron-radiation-based M{o}ssbauer spectroscopy (MS), X-ray magnetic circular dichroism (XMCD), and angle-resolved photoemission spectroscopy (ARPES). To probe the detailed interfacial electronic structure of orbital hybridization between the Fe 3$d$ and Au 6$p$ bands, we detected the interfacial proximity effect, which modulates the valence-band electronic structure of Fe, resulting in PMA. MS and XMCD measurements were used to detect the interfacial magnetic structure and anisotropy in orbital magnetic moments, respectively. $In$-$situ$ ARPES also confirms the initial growth of Fe on large spin-orbit coupled surface Shockley states under Au(111) modulated electronic states in the vicinity of the Fermi level. This suggests that PMA in the Fe/Au(111) interface originates from the cooperation effects among the spin, orbital magnetic moments in Fe, and large spin-orbit coupling in Au. These findings pave the way to develop interfacial PMA using $p$-$d$ hybridization with a large spin-orbit interaction.