Ferromagnetism and superconductivity are in most cases adverse. However, recent experiments reveal that they coexist at interfaces of LaAlO3 and SrTiO3. We analyze the magnetic state within density functional theory and provide evidence that magnetism is not an intrinsic property of the two-dimensional electron liquid at the interface. We demonstrate that the robust ferromagnetic state is induced by the oxygen vacancies in SrTiO3- or in the LaAlO3-layer. This allows for the notion that areas with increased density of oxygen vacancies produce ferromagnetic puddles and account for the previous observation of a superparamagnetic behavior in the superconducting state.