The nature of the first-order ferromagnetic transition in binary CeIn2 alloy is investigated by muon spin rotation (μSR) measurements and chemical substitution of Ce by La in the La1-xCexIn2 (0.9⩽x⩽1.0) series of alloys. Below 22 K, the analysis of μSR spectra shows two spin precession frequencies associated with the local field at the muon site created by the surrounding ferromagnetic ordered magnetic moments. These frequencies abruptly disappear above TC, indicating the first-order character of this transition, as previously reported. For temperatures between 22 and 24 K, the shape of the μSR spectra indicates the existence of an additional magnetic phase with features of an incommensurate magnetic structure. The presence of this magnetic phase is supported by dc(ac)-magnetic susceptibility and specific-heat results obtained on chemical diluted samples, which also show a magnetic contribution above the ferromagnetic transition. The combined analysis of these results clarifies the first-order character of the ferromagnetic transition in CeIn2, based on the existence of an intermediate magnetic phase between the paramagnetic and ferromagnetic states.