Using inelastic neutron scattering, we have observed a quasi-one-dimensional dispersive magnetic excitation in the frustrated triangular-lattice spin-2 chain oxide Ca3Co2O6. At the lowest temperature (T = 1.5 K), this magnon is characterized by a large zone-center spin gap of ~27 meV, which we attribute to the large single-ion anisotropy, and disperses along the chain direction with a bandwidth of ~3.5 meV. In the directions orthogonal to the chains, no measurable dispersion was found. With increasing temperature, the magnon dispersion shifts towards lower energies, yet persists up to at least 150 K, indicating that the ferromagnetic intrachain correlations survive up to 6 times higher temperatures than the long-range interchain antiferromagnetic order. The magnon dispersion can be well described within the predictions of linear spin-wave theory for a system of weakly coupled ferromagnetic chains with large single-ion anisotropy, enabling the direct quantitative determination of the magnetic exchange and anisotropy parameters.