The effect of pressure on electron densities and lattice dynamics in CsCl and CsI has been investigated using the $^{133}\mathrm{Cs}$ high-pressure M\"ossbauer-effect technique. The analysis of the isomer-shift results and the corresponding s-electron density at the cesium nuclei allows one to evaluate the amount of 6s electrons residing on the cesium ion in both samples. The isomer-shift results reveal the important role played by the Cs 5p valence electron bands: the increasing overlap with the Cl 4p band and the I 5p band, respectively, accelerated by compression, causes a decrease in their shielding effect of the s electrons. This contribution is equivalent to 0.23 6s electrons at V/${\mathit{V}}_{0}$=0.85 for CsCl and to 0.24 at V/${\mathit{V}}_{0}$=0.78 for CsI. From the volume dependence of the recoilless fraction the behavior of the Gr\"uneisen coefficient was deduced. The results for CsI confirm the similarity between the lattice dynamical properties of CsI and solid xenon under pressure.