The magnetic structure of antiferromagnetic NdRhIn5 has been determined using neutron diffraction. It has a commensurate antiferromagnetic structure with a magnetic wave vector (1/2,0,1/2) below T_N = 11K. The staggered Nd moment at 1.6K is 2.6mu_B aligned along the c-axis. We find the magnetic structure to be closely related to that of its cubic parent compound NdIn3 below 4.6K. The enhanced T_N and the absence of additional transitions below T_N for NdRhIn5 are interpreted in terms of an improved matching of the crystalline-electric-field (CEF), magnetocrystalline, and exchange interaction anisotropies. In comparison, the role of these competing anisotropies on the magnetic properties of the structurally related compound CeRhIn5 is discussed.