  The kagome metal compounds $A$V$_3$Sb$_5$ ($A$ = K, Rb, and Cs) feature a
wealth of phenomena including nontrivial band topology, charge density wave
(CDW), and superconductivity. One intriguing property is the time-reversal
symmetry breaking in the CDW state without local moments, which leads to
anomalous transport responses. Here, we report the investigation of
magneto-thermoelectric effects on high-quality CsV$_3$Sb$_5$ single crystals. A
large anomalous Nernst effect is observed at temperatures below 30 K. Multiple
Fermi surfaces with small effective masses are revealed by quantum oscillations
in Nernst and Seebeck signals under high magnetic field. Furthermore, we find
an unknown frequency, and attribute it to the magnetic breakdown across two
smaller Fermi surfaces. A gap around 20 meV can be resolved from the breakdown
threshold field, which we propose to be introduced by the CDW. These results
shed new light on the CDW-related phenomena, particularly in $A$V$_3$Sb$_5$
compounds.
