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We study the modification of the magnetocrystalline anisotropy (MCA) of Co slabs induced by several different conjugated molecular overlayers, i.e., benzene, cyclooctatetraene, naphthalene, pyrene and coronene. We perform first-principles calculations based on Density Functional Theory and the magnetic force theorem. Our results indicate that molecular adsorption tends to favour a perpendicular MCA at surfaces. A detailed analysis of various atom-resolved quantities, accompanied by an elementary model, demonstrates that the underlying physical mechanism is related to the metal-molecule interfacial hybridization and, in particular, to the chemical bonding between the molecular C $p_z$ and the out-of-plane Co $d_{z^2}$ orbitals. This effect can be estimated from the orbital magnetic moment of the surface Co atoms, a microscopic observable accessible to both theory and experiments. As such, we suggest a way to directly assess the MCA modifications at molecule-decorated surfaces, overcoming the limitations of experimental studies that rely on fits of magnetization hysteresis loops. Finally, we also study the interface between Co and both C$_{60}$ and Alq$_3$, two molecules that find widespread use in organic spintronics. We show that the modification of the surface Co MCA is similar upon adsorption of these two molecules, thereby confirming the results of recent experiments.