We have measured both magnetoresistance and Hall effect in CeOs$_4$Sb$_{12}$ to clarify the large resistivity state ascribed to the Kondo insulating one and the origin of the phase transition near 0.9 K reported in the specific heat measurement. We found unusual temperature ($T$) dependence both in the electrical resistivity $rhosim T^{-1/2}$ and the Hall coefficient $R_{rm H}sim T^{rm -1}$ over the wide temperature range of about two order of magnitude below $sim30$ K, which can be explained as a combined effect of the temperature dependences of carrier density and carrier scattering by spin fluctuation. An anomaly related with the phase transition has been clearly observed in the transport properties, from which the $H-T$ phase diagram is determined up to 14 T. Taking into account the small entropy change, the phase transition is most probably the spin density wave one. Both the electrical resistivity and Hall resistivity at 0.3 K is largely suppressed about an order of magnitude by magnetic fields above $sim3$ T, suggesting a drastic change of electronic structure and a suppression of spin fluctuations under magnetic fields.
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