We studied the electron spin resonance (ESR) line width for localized moments within the framework of the Kondo lattice model. Only for a sufficiently small Kondo temperature can an ESR signal be observed for a Kondo impurity. On the other hand, for a Kondo lattice representing a heavy fermion compound, short-range ferromagnetic correlations (FM) between the localized moments are crucial to observe a signal. The spin relaxation rate (line width) and the static magnetic susceptibility are inversely proportional to each other. The FM enhance the susceptibility and hence reduce the line width. For most of the heavy fermion systems displaying an ESR signal, the FM order arises in the ab-plane from the strong lattice anisotropy. CeB6 is a heavy ...