The recently discovered kagome metal series $A$V$_3$Sb$_5$ ($A$=K, Rb, Cs) exhibits topologically nontrivial band structures, chiral charge order and superconductivity, presenting a unique platform for realizing exotic electronic states. The nature of the superconducting state and the corresponding pairing symmetry are key questions that demand experimental clarification. Here, using a technique based on the tunneling diode oscillator, the magnetic penetration depth $Deltalambda(T)$ of CsV$_3$Sb$_5$ was measured down to 0.07 K. A clear exponential behavior in $Deltalambda(T)$ with marked deviations from a $T$ or $T^2$ temperature dependence is observed at low temperatures, indicating a deficiency of nodal quasiparticles. Temperature dependence of the superfluid density and electronic specific heat can be described by two-gap $s$-wave superconductivity, consistent with the presence of multiple Fermi surfaces in CsV$_3$Sb$_5$. These results evidence nodeless superconductivity in CsV$_3$Sb$_5$ under ambient pressure, and constrain the allowed pairing symmetry.