We report powder and single crystal neutron diffraction measurements of the magnetic order in AMnBi2 (A = Sr and Ca), two layered manganese pnictides with anisotropic Dirac fermions on a Bi square net. Both materials are found to order at TN approx 300 K in k = 0 antiferromagnetic structures, with ordered Mn moments at T = 10 K of approximately 3.8 muB aligned along the c axis. The magnetic structures are Neel-type within the Mn--Bi layers but the inter-layer ordering is different, being antiferromagnetic in SrMnBi2 and ferromagnetic in CaMnBi2. This allows a mean-field coupling of the magnetic order to Bi electrons in CaMnBi2 but not in SrMnBi2. We find clear evidence that magnetic order influences electrical transport. First principles calculations explain the experimental observations and suggest that the mechanism for different inter-layer ordering in the two compounds is the competition between the anteiferromagnetic superexchange and ferromagnetic double exchange carried by itinerant Bi electrons. ; Comment: Accepted for publication in Physical Review B. Version 2 includes additional sample characterisation and bulk measurements, and ab initio electronic structure calculations