Using 4.5 fb−1 of e+e− annihilation data samples collected at the center-of-mass energies ranging from 4.600~GeV to 4.699~GeV with the BESIII detector at the BEPCII collider, a first study of the semileptonic decays Λc+→pK−e+νe, Λc+→Λ(1520)e+νe and Λc+→Λ(1405)e+νe is performed. The Λc+→pK−e+νe decay is observed with a significance of 8.2σ and the branching fraction is measured to be B(Λc+→pK−e+νe)=(0.88±0.17stat.±0.07syst.)×10−3. We also report evidence of Λc+→Λ(1520)e+νe and Λc+→Λ(1405)e+νe with significances of 3.3σ and 3.2σ, respectively, and measure B(Λc+→Λ(1520)e+νe)=(1.02±0.52stat.±0.11syst.)×10−3 and B(Λc+→Λ(1405)[→pK−]e+νe)=(0.42±0.19stat.±0.04syst.)×10−3. Combining these with the inclusive semileptonic Λc+ branching fraction measured by BESIII, the relative fraction is determined to be [B(Λc+→pK−e+νe)/B(Λc+→Xe+νe)]=(2.1±0.4stat.±0.2syst.)%, which provides a clear confirmation that semileptonic Λc+ decays are not saturated by the Λℓ+νℓ final state.