  In this article, we study the magnetic moment of the pentaquark state $
\Theta^+(1540)$ as diquark-diquark-antiquark ($[ud][ud]\bar{s}$) state with the
QCD sum rules in the external weak electromagnetic field (EFSR) and the
light-cone QCD sum rules (LCSR) respectively. The numerical results indicate
the magnetic moment is about $\mu_{\Theta^+}=-(0.11\pm 0.02)\mu_N$ for the EFSR
and $\mu_{\Theta^+}\approx-(0.1-0.5)\mu_N$ for the LCSR. As the values obtained
from the EFSR are more stable than the corresponding ones from the LCSR,
$\mu_{\Theta^+}=-(0.11\pm 0.02)\mu_N$ is more reliable.
