Magnetic and superconducting properties have been investigated on a single crystal of the filled skutterudite superconductor PrOs₄Sb₁₂ by means of static magnetization measurements at very low temperatures. There is no trace of the paramagnetic suppression of the superconductivity, indicating that the normal state paramagnetism is due to the Van Vleck contributions. An anomalous field-induced phase transition whose onset field gradually increases with temperature is found above 4.5 T and below 1.1 K. The nonlinear susceptibility increases from a negative value with decreasing temperature and attains a maximum at around 1 K. The origin of these anomalous magnetization behaviors is discussed with respect to the crystal-electric field excitations in PrOs₄Sb₁₂.

PACS numbers: 71.10.Hf, 71.27.+a