We use inelastic neutron scattering to study the crystalline electric field (CEF) excitations of Ce$^{3+}$ in CeFeAsO$_{1-x}$F$_{x}$($x=0,0.16$). For nonsuperconducting CeFeAsO, the Ce CEF levels have three magnetic doublets in the paramagnetic state, but these doublets split into six singlets when Fe ions order antiferromagnetically. For superconducting CeFeAsO$_{0.84}$F$_{0.16}$ ($T_c=41$ K), where the static AF order is suppressed, the Ce CEF levels have three magnetic doublets at $hbaromega=0,18.7,58.4$ meV at all temperatures. Careful measurements of the intrinsic linewidth $Gamma$ and the peak position of the 18.7 meV mode reveal clear anomaly at $T_c$, consistent with a strong enhancement of local magnetic susceptibility $chi^{primeprime}(hbaromega)$ below $T_c$. These results suggest that CEF excitations in the rare-earth oxypnictides can be used as a probe of spin dynamics in the nearby FeAs planes.
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