We have performed $^{59}$Co NMR measurements of CeCoIn$_5$ down to ultralow temperatures. We find that the temperature dependence of the spin-echo intensity provides a good measure of the sample temperature, enabling us to determine a pulse condition not heating up the sample by the NMR pulses down to ultralow temperatures. From the longitudinal relaxation time ($T_1$) measurements at 5 T applied along the $c$ axis, a pronounced peak in $1/T_1T$ is observed at 20 mK, implying an appearance of magnetic order as suggested by the recent quantum oscillation measurements [H. Shishido {it et al.}, Phys. Rev. Lett. {bf 120}, 177201 (2018)]. On the other hand, the NMR spectrum shows no change below 20 mK. Moreover, the peak in $1/T_1 T$ disappears at 6 and 8 T in contrast to the results of the quantum oscillation. We discuss that an antiferromagnetic state with a moment lying in the $a$--$b$ plane can be a possible origin for the peak in $1/T_1 T$ at 5 T.
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