The thermal conductivity of the heavy-fermion superconductor CeCoIn5 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.