We report neutron inelastic scattering measurements on the normal and superconducting states of single-crystalline Cs0.8Fe1.9Se2. Consistent with previous measurements on RbxFe2−ySe2, we observe two distinct spin excitation signals: (i) spin-wave excitations characteristic of the block antiferromagnetic order found in insulating AxFe2−ySe2 compounds, and (ii) a resonance-like magnetic peak localized in energy at 11 meV and at an in-plane wave-vector of (0.25,0.5). The resonance peak increases below Tc=27 K, and has a similar absolute intensity to the resonance peaks observed in other Fe-based superconductors. The existence of a magnetic resonance in the spectrum of RbxFe2−ySe2 and now of CsxFe2−ySe2 suggests that this is a common feature of superconductivity in this family. The low-energy spin-wave excitations in Cs0.8Fe1.9Se2 show no measurable response to superconductivity, consistent with the notion of spatially separate magnetic and superconducting phases.