We report on the magnetic properties of CsCo₂Se₂ with ThCr₂Si₂ structure, which we have characterized through a series of magnetization and neutron diffraction measurements. We find that CsCo₂Se₂ undergoes a phase transition to an antiferromagnetically ordered state with a Néel temperature of K. The nearest neighbour interactions are ferromagnetic as observed by the positive Curie-Weiss temperature of K. We find that the magnetic structure of CsCo₂Se₂ consists of ferromagnetic sheets, which are stacked antiferromagnetically along the tetragonal c-axis, generally referred to as A-type antiferromagnetic order. The observed magnitude of the ordered magnetic moment at T = 1.5 K is found to be only 0.20(1) / Co. Already in comparably small magnetic fields of T, we observe a metamagnetic transition that can be attributed to spin-rearrangements of CsCo₂Se₂, with the moments fully ferromagnetically saturated in a magnetic field of T. We discuss the entire experimentally deduced magnetic phase diagram for CsCo₂Se₂ with respect to its unconventionally weak magnetic coupling. Our study characterizes CsCo₂Se₂, which is chemically and electronically posed closely to the A_xFe_2−ySe₂ superconductors, as a host of versatile magnetic interactions.