CeCoIn5 (Co115) thin films have been grown on Al2O3 (000l) substrates through the pulsed laser deposition (PLD). The films are grown mainly along the c-axis, with CeIn3 and In-related alloys. The rock-salt type grains are nucleated, where Co115 grains mixed with excess indium are evenly distributed over the substrate. The electrical resistivity of the films shows a Kondo coherence peak near 47 K and the zero-resistance superconducting state at 1.8 K, which is the first observation in the PLD grown thin films of Co115. The Rietveld refinement of the thin films shows that the c/a ratio (tetragonality) is suppressed to 1.6312 from 1.6374 of single crystals, which is consistent with the linear relationship between the superconducting transition temperature and tetragonality. The good agreement indicates that the PLD could provide an alternative route to tune the 2D character of the critical spin fluctuations to understand the superconducting pairing mechanism of Co115.