We report the discovery of a field driven transition from a striped to woven Spin Density Wave (SDW) in the tetragonal heavy fermion compound CeAuSb$_2$. Polarized along $bf c$, the sinusoidal SDW amplitude is 1.8(2) $mu_B$/Ce for $T ll T_N$=6.25(10) K with wavevector ${bf q}_{1}=( eta, eta, frac{1}{2} )$ ($eta=0.136(2)$). For ${bf H}parallel{bf c}$, harmonics appearing at $2{bf q}_{1}$ evidence a striped magnetic texture below $mu_circ H_{c1}=2.78(1)$ T. Above $H_{c1}$, these are replaced by woven harmonics at ${bf q}_{1}+{bf q}_2=(2eta, 0, 0)+{bf c}^*$ until $mu_circ H_{c2}=5.42(5)$ T, where satellites vanish and magnetization non-linearly approaches saturation at 1.64(2) $mu_B$/Ce for $mu_circ Happrox 7$ T.
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