We have investigated the magnetic correlations in the candidate Weyl semimetals EuCd$_2Pn_2$, ($Pn$=As, Sb) by resonant elastic X-ray scattering (REXS) at the Eu$^{2+}$ $M_5$ edge. The temperature and field dependence of the diffuse scattering of EuCd$_2$As$_2$ provide direct evidence that the Eu moments exhibit slow ferromagnetic correlations well above the N{e}el temperature. By contrast, the diffuse scattering in the paramagnetic phase of isostructural EuCd$_2$Sb$_2$ is at least an order of magnitude weaker. The FM correlations present in the paramagnetic phase of EuCd$_2$As$_2$ could create short-lived Weyl nodes.
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