Cooling nanoelectronic devices below 10 mK is a great challenge since thermal conductivities become very small, thus creating a pronounced sensitivity to heat leaks. Here, we overcome these difficulties by using adiabatic demagnetization of both the electronic leads and the large metallic islands of a Coulomb blockade thermometer. This reduces the external heat leak through the leads and also provides on-chip refrigeration, together cooling the thermometer down to 2.8 ± 0.1 mK. We present a thermal model which gives a good qualitative account and suggests that the main limitation is heating due to pulse tube vibrations. With better decoupling, temperatures below 1 mK should be within reach, thus opening the door for μK nanoelectronics.