Temperature and field-dependent magnetization $M(H,T)$ measurements and neutron scattering study of a single crystal CeSb$_2$ are presented. Several anomalies in the magnetization curves have been confirmed at low magnetic field, i.e., 15.6 K, 12 K, and 9.8 K. These three transitions are all metamagnetic transitions (MMT), which shift to lower temperatures as the magnetic field increases. The anomaly at 15.6 K has been suggested as paramagnetic (PM) to ferromagnetic (FM) phase transition. The anomaly located at around 12 K is antiferromagnetic-like transition, and this turning point will clearly split into two when the magnetic field $Hgeq0.2$ T. Neutron scattering study reveals that the low temperature ground state of CeSb$_2$ orders antiferromagnetically with commensurate propagation wave vectors $textbf{k}=(-1,pm1/6,0)$ and $textbf{k}=(pm1/6,-1,0)$, with Neel temperature $T_Nsim9.8$ K. This transition is of first-order, as shown in the hysteresis loop observed by the field cooled cooling (FCC) and field cooled warming (FCW) processes.
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