In view of the strong effects of paramagnetic impurities on the properties of a superconductor it is interesting to study how the order parameter varies spatially in the vicinity of a paramagnetic impurity. Near the transition temperature one can derive an integral equation which describes the spatial variation of the order parameter Δ(r). It is shown that the variation extends over the distance of the order of the coherence length ξ0 ∼vF/Tc from the impurity and that Δ(r) is approximately given by Δ(∞) [1 - {3π/ 7 ζ(3)} (xC / ln xC) (a2 / r2) exp {-(2πT / vF) r }, where a is the scattering length of the exchange potential and xC is a constant related to a. Abrikosov and Gor'kov calculated the effect of paramagnetic impurities on the transition temperature using the average value of Δ. A small correction to their result due to the spatial variation of Δ(r) is calculated in the limit of low impurity concentration.