Recent experimental breakthrough in magnetic Weyl semimetals have inspired exploration on the novel effects of various magnetic structures in these materials. Here we focus on a domain wall structure which connects two uniform domains with different magnetization directions. We study the topological superconducting state in presence of an s-wave superconducting pairing potential. By tuning the chemical potential, we can reach a topological state, where a chiral Majorana mode or zero-energy Majorana bound state is localized at the edges of the domain walls. This property allows a convenient braiding operation of Majorana modes by controlling the dynamics of domain walls.