The magnetic ordering of superconducting single crystals of K_0.85Fe_1.83Se_2.09 has been studied between 10K and 550K using 57-Fe Mossbauer spectroscopy. Despite being superconducting below T_sc ~30K, the iron sublattice in K_0.85Fe_1.83Se_2.09 clearly exhibits magnetic order from well below T_sc to its Neel temperature of T_N = 532 +/- 2K. The iron moments are ordered perpendicular to the single crystal plates, i.e. parallel to the crystal c-axis. The order collapses rapidly above 500K and the accompanying growth of a paramagnetic component suggests that the magnetic transition may be first order, which may explain the unusual temperature dependence reported in recent neutron diffraction studies.