We report dc-magnetization measurements on YbRh2Si2 at temperatures down to 0.04 K, magnetic fields B< or =11.5 T, and under hydrostatic pressure P< or =1.3 GPa. At ambient pressure a kink at B* =9.9 T indicates a new type of field-induced transition from an itinerant to a localized 4f state. This transition is different from the metamagnetic transition observed in other heavy-fermion compounds, as here ferromagnetic rather than antiferromagnetic correlations dominate below B*. Hydrostatic pressure experiments reveal a clear correspondence of B* to the characteristic spin fluctuation temperature determined from specific heat.