In this work we report the physical properties of the new intermetallic compound TbRhIn5 investigated by means of temperature dependent magnetic susceptibility, electrical resistivity, heat-capacity and resonant x-ray magnetic diffraction experiments. TbRhIn5 is an intermetallic compound that orders antiferromagnetically at TN = 45.5 K, the highest ordering temperature among the existing RRhIn5 (1-1-5, R = rare earth) materials. This result is in contrast to what is expected from a de Gennes scaling along the RRhIn5 series. The X-ray resonant diffraction data below TN reveal a commensurate antiferromagnetic (AFM) structure with a propagation vector (1/2 0 1/2) and the Tb moments oriented along the c-axis. Strong (over two order of magnitude) dipolar enhancements of the magnetic Bragg peaks were observed at both Tb absorption edges LII and LIII, indicating a fairly high polarization of the Tb 5d levels. Using a mean field model including an isotropic first-neighbors exchange interaction J(R-R) and the tetragonal crystalline electrical field (CEF), we were able to fit our experimental data and to explain the direction of the ordered Tb-moments and the enhanced TN of this compound. The evolution of the magnetic properties along the RRhIn5 series and its relation to CEF effects for a given rare-earth is discussed.