We investigate the vortex lattice and vortex bound states in CsFeAs single crystals by scanning tunneling microscopy/spectroscopy (STM/STS) under various magnetic fields. A possible structural transition or crossover of vortex lattice is observed with the increase of magnetic field, i.e., the vortex lattice changes from a distorted hexagonal lattice to a distorted tetragonal one at the magnetic field near 0.5 T. It is found that a mixture of stripelike hexagonal and square vortex lattices emerges in the crossover region. The vortex bound state is also observed in the vortex center. The tunneling spectra crossing a vortex show that the bound-state peak position holds near zero bias with STM tip moving away from the vortex core center. The Fermi energy estimated from the vortex bound state energy is very small. Our investigations provide experimental information to both the vortex lattice and the vortex bound states in this iron-based superconductor.

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