The novel ternary compound CeCo$_9$Si$_4$ has been studied by means of specific heat, magnetisation, and transport measurements. Single crystal X-ray Rietveld refinements reveal a fully ordered distribution of Ce, Co and Si atoms with the tetragonal space group I4/mcm isostructural with other RCo9Si4. The smaller lattice constants of CeCo9Si4 in comparison with the trend established by other RCo9Si4 is indicative for intermediate valence of cerium. While RCo9Si4 with R= Pr, .. Tb, and Y show ferromagnetism and LaCo9Si4 is nearly ferromagnetic, CeCo9Si4 remains paramagnetic even in external fields as large as 40 T, though its electronic specific heat coefficient (g~190 mJ/molK^2) is of similar magnitude as that of metamagnetic LaCo9Si4 and weakly ferromagnetic YCo9Si4.