Magnetic topological materials have attracted much attention due to the correlation between topology and magnetism. Recent studies suggest that EuCd$_2$As$_2$ is an antiferromagnetic topological material. Here by carrying out thorough magnetic, electrical and thermodynamic property measurements, we discover a long time relaxation of the magnetic susceptibility in EuCd$_2$As$_2$. The (001) in-plane magnetic susceptibility at 5 K is found to continuously increase up to $sim$10% over the time of $sim$14 hours. The magnetic relaxation is anisotropic and strongly depends on the temperature and the applied magnetic field. These results will stimulate further theoretical and experimental studies to understand the origin of the relaxation process and its effect on the electronic structure and physical properties of the magnetic topological materials.