Kingman Coalescent was first proposed by Kingman [7] in population genetics to describe population's genealogical structure. Now it becomes a bench-mark model for coalescent process. Extensive studies have been conducted on Kingman coalescent. In particular, its explicit finite time distribution was obtained by Tavaré [12]. However, very few people use this explicit distribution to do analysis for it is an intractable infinite series. In this article, we are going to establish a complex integral representation for the finite time distribution, then we use steepest descent method to analyze this integral representation to obtain local central limit theorem at small time regime.