An electron spin resonance (ESR) study of the heavy fermion compound YbRh2Si2 for fields up to ~ 8 T reveals a strongly anisotropic signal below the single ion Kondo temperature T_K ~ 25 K. A remarkable similarity between the T-dependence of the ESR parameters and that of the specific heat and the 29Si nuclear magnetic resonance data gives evidence that the ESR response is given by heavy fermions which are formed below T_K and that ESR properties are determined by their field dependent mass and lifetime. The signal anisotropy, otherwise typical for Yb{3+} ions, suggests that, owing to a strong hybridization with conduction electrons at T < T_K, the magnetic anisotropy of the 4f states is absorbed in the ESR of heavy quasiparticles. Tuning the Kondo effect on the 4f states with magnetic fields ~ 2 - 8 T and temperature 2 - 25 K yields a gradual change of the ESR g-factor and linewidth which reflects the evolution of the Kondo state in this Kondo lattice system.
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