The antiferromagnetic (AFM) order in the Fulde-Ferrell-Larkin-Ovchinnikov (FFLO) superconducting state is analyzed on the basis of a Ginzburg-Landau theory. To examine the possible AFM-FFLO state in CeCoIn5, we focus on the incommensurate AFM order characterized by the wave vector (Q) over right arrow = (Q) over right arrow (0) +/- (q) over right arrow (inc) with (Q) over right arrow (0) = (pi, pi, pi) and (q) over right arrow (inc) parallel to [110] or [1 (1) over bar0] in the tetragonal crystal structure. We formulate the two component Ginzburg-Landau theory and investigate the two degenerate incommensurate AFM order with (q) over right arrow (inc) parallel to [110] and [1 (1) over bar0]. We show that the pinning of AFM moment due to the FFLO nodal planes leads to multiple phases in magnetic fields along [100] or [010]. The phase diagrams for various coupling constants between the two order parameters are shown for the comparison with CeCoIn5. Experimental results of NMR and neutron scattering measurements are discussed.