Multi-label learning often requires identifying all relevant labels for training instances, but collecting full label annotations is costly and labor-intensive. In many datasets, only a single positive label is annotated per training instance, despite the presence of multiple relevant labels. This setting, known as single-positive multi-label learning (SPMLL), presents a significant challenge due to its extreme form of partial supervision. We propose a model-agnostic approach to SPMLL that draws on conformal prediction to produce calibrated set-valued outputs, enabling reliable multi-label predictions at test time. Our method bridges the supervision gap between single-label training and multi-label evaluation without relying on label distribution assumptions. We evaluate our approach on 12 benchmark datasets, demonstrating consistent improvements over existing baselines and practical applicability.