The magnetic structure of honeycomb iridate Na$_2$IrO$_3$ is of paramount importance to its exotic properties. The magnetic order is established experimentally to be zigzag antiferromagnetic. However, the previous assignment of ordered moment to the $bm{a}$-axis is tentative. We examine the magnetic structure of Na$_{2}$IrO$_{3}$ using first-principles methods. Our calculations reveal that total energy is minimized when the zigzag antiferromagnetic order is magnetized along $bm{g}approxbm{a}+bm{c}$. Such a magnetic configuration is explained by adding anisotropic interactions to the nearest-neighbor Kitaev-Heisenberg model. Spin-wave spectrum is also calculated, where the calculated spin gap of $10.4$ meV can in principle be measured by future inelastic neutron scattering experiments. Finally we emphasize that our proposal is consistent with all known experimental evidence, including the most relevant resonant x-ray magnetic scattering measurements [X. Liu emph{et al.} {Phys. Rev. B} textbf{83}, 220403(R) (2011)].
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