  We report laser cooling and trapping of yttrium monoxide (YO) molecules in an
optical lattice. We show that gray molasses cooling remains exceptionally
efficient for YO molecules inside the lattice with a molecule temperature as
low as 6.1(6) $\mu$K. This approach has produced a trapped sample of 1200
molecules, with a peak spatial density of $\sim1.2\times10^{10}$ cm$^{-3}$, and
a peak phase-space density of $\sim3.1\times10^{-6}$. By adiabatically ramping
down the lattice depth, we cool the molecules further to 1.0(2) $\mu$K, twenty
times colder than previously reported for laser-cooled molecules in a trap.
