We investigated the effect of an external magnetic field on the diffusive spin transport by magnons in the magnetic insulator yttrium iron garnet (YIG), using a non-local magnon transport measurement geometry. We observed a decrease in magnon spin diffusion length $lambda_m$ for increasing field strengths, where $lambda_m$ is reduced from 9.6$pm1.2$ $mu$m at 10 mT to 4.2$pm0.6$ $mu$m at 3.5 T at room temperature. In addition, we find that there must be at least one additional transport parameter that depends on the external magnetic field. Our results do not allow us to unambiguously determine whether this is the magnon equilibrium density or the magnon diffusion constant. These results are significant for experiments in the more conventional longitudinal spin Seebeck geometry, since the magnon spin diffusion length sets the length scale for the spin Seebeck effect as well and is relevant for its understanding.