  We report the result of a search for sterile neutrinos with the latest
cosmological observations. Both cases of massless and massive sterile neutrinos
are considered in the $\Lambda$CDM cosmology. The cosmological observations
used in this work include the Planck 2015 temperature and polarization data,
the baryon acoustic oscillation data, the Hubble constant direct measurement
data, the Planck Sunyaev-Zeldovich cluster counts data, the Planck lensing
data, and the cosmic shear data. We find that the current observational data
give a hint of the existence of massless sterile neutrino (as dark radiation)
at the 1.44$\sigma$ level, and the consideration of an extra massless sterile
neutrino can indeed relieve the tension between observations and improve the
cosmological fit. For the case of massive sterile neutrino, the observations
give a rather tight upper limit on the mass, which implies that actually a
massless sterile neutrino is more favored. Our result is consistent with the
recent result of neutrino oscillation experiment done by the Daya Bay and MINOS
collaborations, as well as the recent result of cosmic ray experiment done by
the IceCube collaboration.
