The temperature dependences of the thermal conductivity and magnetization of a PrB6 single crystal in magnetic fields of 0-14 T have been measured. An analysis of the data amassed has revealed that, apart from the well-known magnetic phase transitions at T similar to 7 and similar to 4 K, there appears a spontaneous magnetization with a relatively small magnetic moment in PrB6 at temperatures below 20 K, which is initiated by the splitting of the ground state, apparently, due to dynamic structure distortions.