  Magnetic penetration depth ($\lambda$) in a pyrochlore superconductor
KOs$_2$O$_6$ was studied by means of muon spin rotation (\msr). The temperature
dependence of transverse spin relaxation rate, which is proportional to
$\lambda ^{-2}$, exhibits a considerable deviation from that expected for the
empirical two-fluid model ($\propto T^4$), rather obeying a $T^2$-tendency.
Furthermore, $\lambda$ apparently increases with increasing applied field,
suggesting the presence of nonlinear and nonlocal effects. These findings
strongly suggest that the superconducting order parameter in KOs$_2$O$_6$ is
anisotropic.
