The origin of the electronic nematicity in FeSe, which occurs below a tetragonal-to-orthorhombic structural transition temperature $T_s$ ~ 90 K, well above the superconducting transition temperature $T_c = 9$ K, is one of the most important unresolved puzzles in the study of iron-based superconductors. In both spin- and orbital-nematic models, the intrinsic magnetic excitations at $mathbf{Q}_1=(1, 0)$ and $mathbf{Q}_2=(0, 1)$ of twin-free FeSe are expected to behave differently below $T_s$. Although anisotropic spin fluctuations below 10 meV between $mathbf{Q}_1$ and $mathbf{Q}_2$ have been unambiguously observed by inelastic neutron scattering around $T_c (<<T_s)$, it remains unclear whether such an anisotropy also persists at higher energies and associates with the nematic transition $T_s$. Here we use resonant inelastic x-ray scattering (RIXS) to probe the high-energy magnetic excitations of uniaxial-strain detwinned FeSe. A prominent anisotropy between the magnetic excitations along the $H$ and $K$ directions is found to persist to $sim200$ meV, which is even more pronounced than the anisotropy of spin waves in BaFe$_2$As$_2$. This anisotropy decreases gradually with increasing temperature and finally vanishes at a temperature around the nematic transition temperature $T_s$. Our results reveal an unprecedented strong spin-excitation anisotropy with a large energy scale well above the $d_{xz}/d_{yz}$ orbital splitting, suggesting that the nematic phase transition is primarily spin-driven. Moreover, the measured high-energy spin excitations are dispersive and underdamped, which can be understood from a local-moment perspective. Our findings provide the much-needed understanding of the mechanism for the nematicity of FeSe and point to a unified description of the correlation physics across seemingly distinct classes of Fe-based superconductors.