We report $^{133}$Cs nuclear magnetic resonance (NMR) measurements on the 2D frustrated Heisenberg antiferromagnet Cs$_2$CuCl$_4$ down to 2 K and up to 15 T. We show that $^{133}$Cs NMR is a good probe of the magnetic degrees of freedom in this material. Cu spin degrees of freedom are sensed through a strong anisotropic hyperfine coupling. The spin excitation gap opens above the critical saturation field. The gap value was determined from the activation energy of the nuclear spin-lattice relaxation rate in a magnetic field applied parallel to the Cu chains (b axis). The values of the g-factor and the saturation field are consistent with the neutron-scattering and magnetization results. The measurements of the spin-spin relaxation time are exploited to show that no structural changes occur down to the lowest temperatures investigated.
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