We report the first investigation of two-dimensional magnetic polarons formed from excitons localized in very thin nonmagnetic CdTe quantum wells confined by Cd1-XMnXTe diluded-magnetic-semiconductor barriers. Analysis of the Stokes shift of the exciton luminescence peak under resonance excitation, which is a dramatically decreasing function of temperature and magnetic field, allows us to determine the magnetic polaron energy. The polaron energy measured as a function of quantum well width is found to be 25 meV in a 6 angstrom thick quantum well and to vanish in wells thicker than 30 angstrom.