We report an electron spin resonance (ESR) study on single crystals of the heavy fermion metal YbRh2Si2 which shows pronounced non-Fermi liquid behavior related to a close antiferromagnetic quantum critical point. It is shown that the observed ESR spectra can be ascribed to a bulk Yb3+ resonance. This is the first observation of ESR of the Kondo ion itself in a dense Kondo lattice system. The ESR signal occurs below the Kondo temperature (T(K)) which thus indicates the existence of large unscreened Yb3+ moments below T(K). We observe the spin dynamics as well as the static magnetic properties of the Yb3+ spins to be consistent with the results of nuclear magnetic resonance and magnetic susceptibility.