Based on the excitation cross-sections in collisions of H(1s) atoms with He2+ obtained by using the classical trajectory Monte Carlo method, the state-selective cross-sections of excitation processes for different n and m, where n and m are the principal and magnetic quantum numbers respectively, are studied with the application of strong longitudinal and transverse magnetic fields. Meanwhile, the precise energy levels for atom H in strong magnetic fields are obtained by non-perturbative quantum method. It is found that there is some strong separation of the state-selective cross-sections among different magnetic quantum states. Such behaviors are related to the variation of the energy levels and the diamagnetic terms induced by the applied magnetic fields. The diamagnetic terms in transverse magnetic fields result in the rapid increase of the cross-sections for the state of negative m at 25keV/u, which is further indicated by the trajectory in this case. In some cases the decrease of the total excitation cross-sections is found to be due to the rise of the energy levels caused by the magnetic fields. The orbital angular momentum along the direction of the magnetic field is not conserved absolutely; this phenomenon is found also in the trajectories and agrees with our analysis.