We study the dynamical properties of an electron gas scattered by impenetrable antidots in the presence of a strong magnetic field. We find that the line shape of the cyclotron resonance is very different from the Lorentzian and is not characterized by the Drude scattering rate. We show that the dissipative dynamical response of skipping orbits, Sc(ω), is broadened on a scale of the cyclotron frequency ωc and has a sharp dip ∝|ω−ωc|. For small antidots, Sc(ω) is strongly modulated with a period equal to ωc and has sharp square-root singularities for a series of resonant frequencies. For large antidots, Sc(ω) has a hard gap at ω<ωc between two sharp peaks, associated, respectively, with edge states and free cyclotron orbits.