Local electronic effects in the vicinity of an impurity provide pivotal insight into the origin of unconventional superconductivity, especially when the materials are located on the edge of magnetic instability. In high-temperature cuprate superconductors, a strong suppression of superconductivity and appearance of low-energy bound states are clearly observed near nonmagnetic impurities. However, whether these features are common to other strongly correlated superconductors has not been established experimentally. Here, we report the {$in$} {$situ$} scanning tunneling microscopy observation of electronic structure around a nonmagnetic Zn impurity in heavy-fermion CeCo(In$_{1-x}$Zn$_x$)$_5$ films, which are epitaxially grown by the state-of-the-art molecular beam epitaxy technique. The films have very wide atomically flat terraces and Zn atoms residing on two different In sites are clearly resolved. Remarkably, no discernible change is observed for the superconducting gap at and around the Zn atoms. Moreover, the local density of states around Zn atoms shows little change inside the $c$-$f$ hybridization gap, which is consistent with calculations for a periodic Anderson model without local magnetic order. These results indicate that no nonsuperconducting region is induced around a Zn impurity and do not support the scenario of antiferromagnetic droplet formation suggested by indirect measurements in Cd-doped CeCoIn$_5$. These results also highlight a significant difference of the impurity effect between cuprates and CeCoIn$_5$, in both of which $d$-wave superconductivity arises from the non-Fermi liquid normal state near antiferromagnetic instabilities.
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