Gap symmetry and structure are crucial issues in understanding the superconducting mechanism of unconventional superconductors. Here we report an in-depth investigation on the out-of-plane lower critical field $H_{c1}^{c}$ of fluorine-based 1111 system superconductor CaFe$_{0.88}$Co$_{0.12}$AsF with $T_c$ = 21 K. A pronounced two-gap feature is revealed by the kink in the temperature dependent $H_{c1}^c(T)$ curve. The magnitudes of the two gaps are determined to be $Delta_1$ = 0.86 meV and $Delta_2$ = 4.48 meV, which account for 74% and 26% of the total superfluid density respectively. Our results suggest that the local antiferromagnetic exchange pairing picture is favored compared to the Fermi surface nesting scenario.