A large variety of the samples of novel magnetic materials, which are of high interest due to their exotic properties, are only available in very small sizes. In some cases, it is not possible to synthesize large single crystals; in other cases, the small size itself is the key prerequisite to manifest a specifically interesting property of the material. The smallness of a sample rises a problem of the detection of the static magnetic response and of the electron spin resonance (ESR) signal. To overcome this problem, we propose to use a cantilever-based (torque-detected) setup with the capability of a simultaneous measurement of ESR and static magnetization. This setup offers a high sensitivity and the ability to acquire along with the ESR signal the components of the magnetization tensor in a single experimental run. Here, we present the working principle of this setup, as well as the estimate of its sensitivity from the measurements on the standard Co Tutton salt sample.