The synthesis, crystal structure, and physical properties studied by means of x-ray diffraction, magnetic, thermal and transport measurements of CeMAl$_{4}$Si$_{2}$ (M = Rh, Ir, Pt) are reported, along with the electronic structure calculations for LaMAl$_{4}$Si$_{2}$ (M = Rh, Ir, Pt). These materials adopt a tetragonal crystal structure (space group P4/mmm) comprised of BaAl$_4$ blocks, separated by MAl$_2$ units, stacked along the $c$-axis. Both CeRhAl$_{4}$Si$_{2}$ and CeIrAl$_{4}$Si$_{2}$ order antiferromagnetically below $T_{N1}$=14 and 16 K, respectively, and undergo a second antiferromagnetic transitition at lower temperature ($T_{N2}$=9 and 14 K, respectively). CePtAl$_{4}$Si$_{2}$ orders ferromagnetically below $T_C$ =3 K with an ordered moment of $mu_{sat}$=0.8 $mu_{B}$ for a magnetic field applied perpendicular to the $c$-axis. Electronic structure calculations reveal quasi-2D character of the Fermi surface.
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