High-quality single crystals of K0.8Fe2Se1.4S0.4 are successfully synthesized by self-flux method with the superconducting transition temperatures Tconset = 32.8 K and Tczero = 31.2 K. In contrast to external pressure effect on superconductivity, the substitution of S for Se does not suppress Tc, which suggests that chemical doping may mainly modulate the anion height from Fe-layer rather than compressing interlayer distance. The investigation of the micromagnetism by electron spin resonance shows clear evidence for strong spin fluctuation at temperatures above Tc. Accompanied by the superconducting feature spectra, a novel resonance signal develops gradually upon cooling below Tc, indicating the coexistence of superconductivity and magnetism in K0.8Fe2Se1.4S0.4 crystal.