We consider a two-dimensional gas of colliding charged particles confined to finite size containers of various geometries and subjected to a uniform orthogonal magnetic field. The gas spectral densities are characterized by a broad peak at the cyclotron frequency. Unlike for infinitely extended gases, where the amplitude of the cyclotron peak grows linearly with temperature, here confinement causes such a peak to go through a maximum for an optimal temperature. In view of the fluctuation-dissipation theorem, the reported resonance effect has a direct counterpart in the electric susceptibility of the confined magnetized gas.