We have measured the ac magnetic susceptibility in various fields and thermal expansion of single crystals of the heavy fermion compound CeCu6 at temperatures down to 250 &mgr;K. The susceptibility of CeCu6 shows a peak at about 2 mK and has a large anisotropy. We also detected an anomaly of thermal expansion at the same temperature. The observed behaviors of the susceptibility and the thermal expansion in CeCu6 indicate the occurrence of an antiferromagnetic order.