Results of neutron diffraction measurements carried out for RAgSb2 (R = Ce, Pr, Nd, Tb, Dy, Ho, Er, Tm) compounds are reported. All compounds crystallize in the tetragonal ZrCuSi2-type crystal structure and, except CeAgSb2, they are collinear antiferromagnets with the Neel temperatures between 11.1 K for R = Tb and 2.0 K for R = Tm. Below T-c = 9.5 K CeAgSb2 is a ferromagnet with the Ce magnetic moment equal to 0.33 mu(B) and parallel to the c-axis. PrAgSb2 has an antiferromagnetic structure of AF II type with the magnetic unit cell (a, a, 2c). In the case of NdAgSb2 a sine-wave-modulated magnetic ordering, described by the wave vector It = (0.5435, 0, 0), is observed. The compounds with R = Tb, Dy and Er order antiferromagnetically with the magnetic unit cell (2a, a, c). At T = 1.4 K the magnetic structure of HoAgSb2 is similar to the one observed for TbAgSb2 and DyAgSb2 while at T = 2.7 K the peaks of magnetic origin correspond to a new incommensurate magnetic phase with the propagation vector k = (k(x), 0, k(z)). Up to the Neel temperature equal to 5.5 K a commensurate antiferromagnetic structure and an incommensurate sine-wave-modulated one coexist. Two magnetic phases are also observed in TmAgSb2 at T = 1.4 K. An increase in the temperature causes that the commensurate phase with the magnetic unit cell (2a, cc, c) disappears. The magnetic moment is parallel to the b-axis in the case of R = Tb, to the [1 1 0] direction for R = Dy and parallel to the c-axis in the case of R = Er and Tm ones which correlates well with the respective signs of CEF B-2(0)-parameter. In HoAgSb2 the magnetic moment lies in the b-c plane and forms the angle phi(b) = 13.5 degrees with the b-axis at 1.4 K. With increasing temperature the angle cp, increases up to 32 degrees about the Ni el temperature. The obtained data are analysed in terms of the exchange interaction theory and crystal electric field. (C) 2000 Elsevier Science B.V. All rights reserved.