We present the first observations obtained with the L'-band AGPM vortex coronagraph recently installed on LBTI/LMIRCam. The AGPM (Annular Groove Phase Mask) is a vector vortex coronagraph made from diamond subwavelength gratings. It is designed to improve the sensitivity and dynamic range of high-resolution imaging at very small inner working angles, down to 0.09 arcseconds in the case of LBTI/LMIRCam in the L' band. During the first hours on sky, we observed the young A5V star HR8799 with the goal to demonstrate the AGPM performance and assess its relevance for the ongoing LBTI planet survey (LEECH). Preliminary analyses of the data reveal the four known planets clearly at high SNR and provide unprecedented sensitivity limits in the inner planetary system (down to the diffraction limit of 0.09 arcseconds).