Magnetic circular dichroism (MCD) spectra have been measured at the Fe and V L2,3 edges of DO3-type (Fe(1-x)Vx)3Al in order to investigate their local magnetic moments and electronic structures. Large MCD is observed at the Fe L2,3 edges, while the V L2,3 MCD shows relatively small intensity with complicated features. Signs of these MCD spectra indicate an antiferromagnetic coupling between the magnetic moments on Fe and V. According to the analysis based on the magneto-optical sum rules, the magnetic moment decreases with x, but remains fairly large for Fe2VAl, which might arise from its marginally magnetic nature.