White dwarf (WD) binary mergers are possible progenitors to a number of unusual stars and transient phenomena, including type Ia supernovae. To date, simulations of mergers have not included magnetic fields, even though they are believed to play a significant role in the evolution of the merger remnant. We simulated a 0.625 - 0.65 $M_{odot}$ carbon-oxygen WD binary merger in the magnetohydrodynamic moving mesh code Arepo. Each WD was given an initial dipole field with a surface value of $sim10^3$ G. As in simulations of merging double neutron star binaries, we find exponential field growth within Kelvin-Helmholtz instability-generated vortices during the coalescence of the two stars. The final field has complex geometry, and a strength $>10^{10}$ G at the center of the merger remnant. Its energy is $sim2times10^{47}$ ergs, $sim0.2$% of the remnants total energy. The strong field likely influences further evolution of the merger remnant by providing a mechanism for angular momentum transfer and additional heating, potentially helping to ignite carbon fusion.