Neutron diffraction experiments have been performed on single crystals of MFe4Al8 where M = Y, Lu, Dy and U. All compounds hare the ThMn12 bet crystal structure with Fe and Al atoms on separate sites. The Fe sublattice order antiferromagnetically above 100 K with a wave vector (epsilon, epsilon 0), where epsilon = 0.229 for Y and Lu and 0.133 for Dy. For UFe4Al8 epsilon = 0 and the U atom is in position of zero-molecular field from the surrounding Fe atoms. In an applied magnetic field parallel to the easy axis, the U atoms align with the field, but the Fe sublattice has a + - + - antiferromagnetic configuration with moments almost perpendicular to the applied field.