We report here on the first direct observations of the vortex lattice in the bulk of electron-doped Nd1.85Ce0.15CuO4 single crystals. Using small-angle neutron scattering, we have observed a square vortex lattice with the nearest neighbors oriented at 45 degrees from the Cu-O bond direction, which is consistent with theories based on the d-wave superconducting gap. However, the square symmetry persists down to unusually low magnetic fields. Moreover, the diffracted intensity from the vortex lattice is found to decrease rapidly with increasing magnetic field.