We performed the first scanning tunneling spectroscopy measurements on the pyrochlore superconductor KOs2O6 (Tc=9.6  K) in both zero magnetic field and the vortex state at several temperatures above 1.95 K. This material presents atomically flat surfaces, yielding spatially homogeneous spectra which reveal fully gapped superconductivity with a gap anisotropy of 30%. Measurements performed at fields of 2 and 6 T display a hexagonal Abrikosov flux line lattice. From the shape of the vortex cores, we extract a coherence length of 31–40 Å, in agreement with the value derived from the upper critical field Hc2. We observe a reduction in size of the vortex cores (and hence the coherence length) with increasing field which is consistent with the unexpectedly high and unsaturated upper critical field reported.