Active Galactic Nucleus (AGN) variability can be used to study the physics of the region in the vicinity of the central black hole. In this paper, we investigated intra-night optical variability of AGN in the COSMOS field in order to understand the AGN instability at the smallest scale. Observations were performed using the KMTNet on three separate nights for 2.5 to 5 hours at a cadence of 20 to 30 min. We find that the observation enables the detection of short-term variability as small as ∼ 0.02 and 0.1 mag for R ∼ 18 and 20 mag sources, respectively. Using four selection methods (X-rays, mid-infrared, radio, and matching with SDSS quasars), 394 AGN are detected in the 4 deg2 field of view. After differential photometry and X2−test, we classify intra-night variable AGN. The fraction of variable AGN (0–8%) is statistically consistent with a null result. Eight out of 394 AGN are found to be intra-night variable in two filters or two nights with a variability level of 0.1 mag, suggesting that they are strong candidates for intra-night variable AGN. Still they represent a small population (2%). There is no sub-category of AGN that shows a statistically significant intra-night variability.