The synthesis, crystal structure and physical properties studied by means of x-ray diffraction, magnetic, thermal and transport measurements of CeMAl4Si2 (M = Rh, Ir, Pt) are reported, along with the electronic structure calculations for LaMAl4Si2 (M = Rh, Ir, Pt). These materials adopt a tetragonal crystal structure (space group P4/mmm) comprised of BaAl4 blocks, separated by MAl2 units, stacked along the c-axis. Both CeRhAl4Si2 and CeIrAl4Si2 order antiferromagnetically below TN1 = 14 and 16 K, respectively, and undergo a second antiferromagnetic transitition at lower temperature (TN2 = 9 and 14 K, respectively). CePtAl4Si2 orders ferromagnetically below TC = 3 K with an ordered moment of μsat = 0.8 μB for a magnetic field applied perpendicular to the c-axis. Electronic structure calculations reveal quasi-2D character of the Fermi surface.