Heusler compounds are promising materials for spintronics with adjustable electronic properties including 100% spin polarization at the Fermi energy. We investigate the electronic states of AlO_x capped epitaxial thin films of the ferromagnetic half-metal Co₂MnSi ex situ by soft x-ray angular resolved photoemission spectroscopy (SX-ARPES). Good agreement between the experimental SX-ARPES results and photoemission calculations including surface effects was obtained. In particular, we observed in line with our calculations a large photoemission intensity at the center of the Brillouin zone, which does not originate from bulk states, but from a surface resonance. This provides strong evidence for the validity of the previously proposed model based on this resonance, which was applied to explain the huge spin polarization of Co₂MnSi observed by angular-integrating UV-photoemission spectroscopy.