  We have studied the magnetic ordering in Na doped BaFe$_2$As$_2$ by
unpolarized and polarized neutron diffraction using single crystals. Unlike
previously studied FeAs-based compounds that magnetically order,
Ba$_{1-x}$Na$_x$Fe$_2$As$_2$ exhibits two successive magnetic transitions: For
x=0.35 upon cooling magnetic order occurs at $\sim$70\ K with in-plane magnetic
moments being arranged as in pure or Ni, Co and K-doped BaFe$_2$As$_2$ samples.
At a temperature of $\sim$46\ K a second phase transition occurs, which the
single-crystal neutron diffraction experiments can unambiguously identify as a
spin reorientation. At low temperatures, the ordered magnetic moments in
Ba$_{0.65}$Na$_{0.35}$Fe$_2$As$_2$ point along the $c$ direction. Magnetic
correlations in these materials cannot be considered as Ising like, and
spin-orbit coupling must be included in a quantitative theory.
