The magnetic phase diagram of the heavy fermion superconductor UPd2Al3 (T(N) = 14.3 K) has been determined in magnetic fields up to 5 Tesla by single crystal neutron diffraction experiments, which were performed at several temperatures above and below the superconducting transition at T(c) = 1.8 K. Observed magnetic intensities correspond to the magnetic structure with a field-independent magnetic propagation vector k = [0, 0, 1/2]. A magnetic field applied in the hexagonal a-b plane gives rise to domain reorientations, in addition rotates the direction of the ordered magnetic moments against a small anisotropy in the easy a-b plane, and makes the moment directions perpendicular to the field direction. This model allows a quantitative analysis of the observed field dependence of magnetic peak intensities. No superconductivity-induced changes of the antiferromagnetic order in UPd2Al3 are observed in our experiments. However, an anomaly detected in the temperature dependence of the zero-field sublattice magnetization for 11 K less-than-or-equal-to T less-than-or-equal-to 14.3 K indicates a change in the magnetic structure of UPd2Al3.