Emergent relativistic quasiparticles in Weyl semimetals are the source of exotic electronic properties such as surface Fermi arcs, the anomalous Hall effect, and negative magnetoresistance, all observed in real materials. Whereas these phenomena highlight the effect of Weyl fermions on the electronic transport properties, less is known about what collective phenomena they may support. Here, we report a new Weyl semimetal, NdAlSi that offers an example. Using neutron diffraction, we report a long-wavelength magnetic order in NdAlSi whose periodicity is linked to the nesting vector between two topologically non-trivial Fermi pockets, which we characterize using density functional theory and quantum oscillation measurements. Our work provides a rare example of Weyl fermions driving collective magnetism.