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We have studied the magnetization of CeOs2Al10 in high magnetic fields up to 55 T for H // a and constructed the magnetic phase diagram for H // a. The magnetization curve shows a concave H dependence below T_max \sim40 K which is higher than the transition temperature T_0 \sim29 K. The magnetic susceptibility along the a-axis shows a smooth and continuous decrease down to \sim20 K below T_max \sim40 K without showing an anomaly at T_0. From these two results, a Kondo singlet is formed below T_max and coexists with the antiferro magnetic order below T_0. We also propose that the larger suppression of the spin degrees of freedom along the a-axis than along the c-axis below T_max is associated with the origin of the antiferro magnetic component.Comment: 4 pages, 4 figures, to appear in Phys. Rev. B, Rapid Commu