EuRhAl4Si2, crystallizes in tetragonal crystal structure and orders antiferromagnetically at ~12 K. The isothermal magnetization along the two principle directions is highly anisotropic despite Eu2+ being an S-state ion. The variation of entropy change, which is a measure of MCE, with field and temperature, calculated from the isothermal magnetization data taken at various temperatures along the principal crystallographic directions present interesting behavior in EuRhAl4Si2. In the magnetically ordered state the entropy change is non-monotonic below spin flip fields; however, in the paramagnetic region, it is negative irrespective of the strength of applied magnetic field. For H || [001] the maximum entropy change at 7 T is -21 J/Kg K around TN, which is large and comparable to the largest known values in this temperature range. The variation of the MCE with field strongly depends upon the direction of the applied magnetic field. Magnetic phase diagram of EuRhAl4Si2 derived from M(H) data is also constructed.