The recent discovery of superconductivity in doped infinite-layer nickelates has stimulated intensive interest, especially for similarities and differences compared to that in cuprate superconductors. In contrast to cuprates, although earlier magnetization measurement reveals a Curie-Weiss-like behavior in undoped infinite-layer nickelates, there is no magnetic ordering observed by elastic neutron scattering down to liquid helium temperature. Until now, the nature of the magnetic ground state in undoped infinite-layer nickelates was still elusive. Here, we perform a nuclear magnetic resonance (NMR) experiment through ^{139}La nuclei to study the intrinsic spin susceptibility of infinite-layer LaNiO_{2}. First, the signature for magnetic ordering or freezing is absent in the ^{139}La NMR spectrum down to 0.24 K, which unambiguously confirms a paramagnetic ground state in LaNiO_{2}. Second, a pseudogaplike behavior instead of Curie-Weiss-like behavior is observed in both the temperature-dependent Knight shift and nuclear spin-lattice relaxation rate (1/T_{1}), which is widely observed in both underdoped cuprates and iron-based superconductors. Furthermore, the scaling behavior between the Knight shift and 1/T_{1}T has also been discussed. Finally, the present results imply a considerable exchange interaction in infinite-layer nickelates, which sets a strong constraint for the proposed theoretical models.