Magnetic resonant x-ray scattering experiments have been performed on a single crystal of EuFe2As2 at the Eu L3 absorption edge. The orientation of Eu magnetic moments was directly determined: in the antiferromagnetic (AFM) ordered phase they lay parallel to the crystallographic a axis. In addition, nonresonant magnetic x-ray measurements indicate that Fe magnetic moments are aligned along the same direction in the spin-density-wave phase. As deduced by temperature dependence of integrated intensities, the Fe magnetic arrangement seems to be insensitive to the onset of Eu AFM phase. Some speculations on the low-temperature space group are reported on the base of detected resonant reflections on forbidden Bragg positions.