The thermal conductivity of the heavy-fermion superconductor CeCoIn_5 has been studied in a magnetic field rotating within the 2D planes. A clear fourfold symmetry of the thermal conductivity which is characteristic of a superconducting gap with nodes along the (+-pi,+-pi)-directions is resolved. The thermal conductivity measurement also reveals a first order transition at H_c2, indicating a Pauli limited superconducting state. These results indicate that the symmetry most likely belongs to d_{x^2-y^2}, implying that the anisotropic antiferromagnetic fluctuation is relevant to the superconductivity.
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