We report on investigations of CeCoIn₅ in the superconducting state by point-contact spectroscopy. Andreev reflection of quasiparticles at a normal metal/superconductor interface leads to characteristic features in the differential resistance dV/dI as a function of applied bias V. We measured spectra which show either a reduced resistance for bias |V| < \Delta /e with a double minimum at V \approx \pm  \Delta /e or a single minimum of dV/dI for V=0, i.e. , a zero-bias anomaly. Both features are weakened with increasing temperature and vanish close to T_c. The observation of a zero-bias conductance anomaly is expected only if the order parameter exhibits a sign change as a function of \vec k. Andreev reflection of the quasiparticles at the surface leads to a surface bound state which is detected in the dV/dI versus V spectra. Therefore the data support unconventional superconductivity in CeCoIn₅.

PACS numbers: 74.70.Tx, 74.20.Rp, 73.40.Jn, 74.80.Fp