A detailed study of novel intermetallic superconductor Mo4Ga20Sb (Tc = 6.6 K) by means of 69,71Ga nuclear magnetic resonance (NMR) and nuclear quadrupole resonance (NQR) spectroscopy was performed to gain insight into the superconducting pairing mechanism and gap characteristics, as well as into the normal-state electronic properties on a microscopic scale. An unexpected step-like increase of the 69Ga1 NQR linewidth was observed at Tc with decreasing temperature, which may indicate coexistence of several superconducting phases on a microscopic scale with slightly different Tc values. Above 140 K, the NQR linewidth decreases rapidly with increasing temperature due to possible oscillatory and/or rotational modes of the gallium cluster network at the elevated temperatures. Nuclear spin lattice relaxation rate 1/T1 of 69Ga nuclei in the Ga1 position follows Korringa law characteristic for the compounds with good metallic conductivity. The calculated Korringa ratio S< 1 indicates the presence of antiferromagnetic correlations in Mo4Ga20Sb, in agreement with the magnetic susceptibility data. Below Tc, a pronounced intensive Hebel-Slichter peak was observed indicating s-wave superconductivity without point or line nodes in the k-space (full gap s-wave superconductivity). We have demonstrated that the best fit of the experimental data is achieved using two s-wave superconducting gaps of 13 K and 6 K with relative weights of 0.8 and 0.2, respectively. The obtained weighted average value of 11.6 K is consistent with the specific heat value of Δ = 12.05 K.