In the tetragonal heavy fermion system CeCoIn(5) the unconventional superconducting state is probed by means of muon spin rotation. The pressure dependence (0-1 GPa) of the basal-plane magnetic penetration depth (λ(a)), the penetration depth anisotropy (γ = λ(c)/λ(a)) and the temperature dependence of 1/λ(i)(2) (i = a, c) were studied in single crystals. A strong decrease of λ(a) with pressure was observed, while γ and λ(i)(2)(0)/λ(i)(2)(T) are pressure independent. A linear relationship between 1/λ(a)(2)(270 mK) and T(c) was also found. The large decrease of λ(a) with pressure is the signature of an increase of the number of superconducting quasiparticles by a factor of about 2.