By means of a Wannier projection within the framework of density functional theory, we are able to identify the modified c-axis hopping and the energy mismatch between the cation bands as the main source of the $t_{2g}$ splitting around the $Gamma$ point for oxide heterostructures, excluding previously proposed mechanisms such as Jahn-Teller distortions or electric field asymmetries. Interfacing LaAlO$_3$, LaVO$_3$, SrVO$_3$ and SrNbO$_3$ with SrTiO$_3$ we show how to tune this orbital splitting, designing heterostructures with more $d_{xy}$ electrons at the interface. Such an orbital engineering is the key for controlling the physical properties at the interface of oxide heterostructures.