Magnetic cooling has aroused great interest in cryogenic research due to its high energy efficiency. Due to the large magnetic moment and completely quenched orbital momentum, Gd-based oxides have been promising candidates for cryogenic magnetic refrigerant. In this article, the magnetic properties and magnetocaloric effect of NaGd9(SiO4)6O2 (NGSO) single crystal are investigated. The maximum magnetic entropy change of 60 J·kg−1K−1 is observed with the magnetic field changing from 0–7 T at 2.6 K. The large magnetic entropy change can be attributed to high metal/ligand ratio and weak exchange interaction. Particularly, due to the large density of NGSO, the volumetric entropy change is identified to be 382.8 mJ·cm−3K−1, which surpasses most reported magnetic refrigerants in volume units. Besides, the excellent refrigerant capacity and adiabatic temperature change have been determined to be as high as 370.4 J·kg−1 and 7.4 K under the applied field change of 0–7 T and 0–2 T, respectively. These performances suggest that NGSO is a promising candidate for low-temperature magnetic refrigeration applications.