The dynamical behavior of single OCS molecules embedded in large (N-4=6000) superfluid He-4 droplets has been investigated with high resolution double resonance infrared-microwave spectroscopy. The individual lines for the rotational transitions 2 <---->1, 3 <---->2, 4 <---->3, and 5 <---->4 are clearly resolved in the difference double resonance spectra and reveal a fine structure. This is especially well resolved for the 3 <---->2 transition which exhibits five separate lines having widths of about 50 MHz and separated by 200 MHz. The possible origin of the splitting is discussed.