We demonstrate the violation of an EPR steering inequality developed for single photon path entanglement with displacement-based detection. We use a high-rate source of heralded single-photon path-entangled states, combined with high-efficiency superconducting-based detectors, in a scheme that is free of any post-selection and thus immune to the detection loophole. This result conclusively demonstrates single-photon entanglement in a one-sided device-independent scenario, and opens the way towards implementations of device-independent quantum technologies within the paradigm of path entanglement.