The paramagnetic properties in non-centrosymmetric superconductors with and without antiferromagnetic (AFM) order are investigated with focus on the heavy Fermion superconductors, CePt_3Si, CeRhSi_3 and CeIrSi_3. First, we investigate the spin susceptibility in the linear response regime and elucidate the role of AFM order. The spin susceptibility at T=0 is independent of the pairing symmetry and increases in the AFM state. Second, the non-linear response to the magnetic field are investigated on the basis of an effective model for CePt_3Si which may be also applicable to CeRhSi_3 and CeIrSi_3. The role of antisymmetric spin-orbit coupling (ASOC), helical superconductivity, anisotropic Fermi surfaces and AFM order are examined in the dominantly s-, p- and d-wave states. We emphasize the qualitatively important role of the mixing of superconducting (SC) order parameters in the p-wave state which enhances the spin susceptibility and suppresses paramagnetic depairing effect in a significant way. Therefore, the dominantly p-wave superconductivity admixed with the s-wave order parameter is consistent with the paramagnetic properties of CePt_3Si at ambient pressure. We propose some experiments which can elucidate the novel pairing states in CePt_3Si as well as CeRhSi_3 and CeIrSi_3.