  We report a ^{59}Co Knight shift measurement in a single crystal of the
cobalt oxide superconductor Na_{x}CoO_2\cdot1.3H_2O (T_c=4.25 K). We find that
the shift due to the spin susceptibility, K^s, is substantially large and
anisotropic, with the spin shift along the a-axis K^s_a being two times that
along the c-axis K^s_c. The shift decreases with decreasing temperature (T)
down to T\sim100 K, then becomes a constant until superconductivity sets in.
Both K^s_a and K^s_c decrease below T_c. Our results indicate unambiguously
that the electron pairing in the superconducting state is in the spin singlet
form.
