Novel electronic phenomena frequently form in heavy-fermions because of the mutual localized and itinerant nature of f-electrons. On the magnetically ordered side of the heavy-fermion phase diagram, f-moments are expected to be localized and decoupled from the Fermi surface. It remains ambiguous whether Kondo lattice can develop inside the magnetically ordered phase. Using spectroscopic imaging with scanning tunneling microscope, complemented by neutron scattering, x-ray absorption spectroscopy, and dynamical mean field theory, we probe the electronic states in antiferromagnetic USb₂. We visualize a large gap in the antiferromagnetic phase within which Kondo hybridization develops below ~80 K. Our calculations indicate the antiferromagnetism and Kondo lattice to reside predominantly on different f-orbitals, promoting orbital selectivity as a new conception into how these phenomena coexist in heavy-fermions. Finally, at 45 K, we find a novel first order-like transition through abrupt emergence of nontrivial 5f-electronic states that may resemble the "hidden-order" phase of URu₂Si₂.