We report the discovery of a field driven transition from a single-q to multi-q spin density wave (SDW) in the tetragonal heavy fermion compound CeAuSb_{2}. Polarized along c, the sinusoidal SDW amplitude is 1.8(2)μ_{B}/Ce for T≪T_{N}=6.25(10) K with a wave vector q_{1}=(η,η,1/2) [η=0.136(2)]. For H∥c, harmonics appearing at 2q_{1} evidence a striped magnetic texture below μ_{∘}H_{1}=2.78(1) T. Above H_{1}, these are replaced by coupled harmonics at q_{1}+q_{2}=(2η,0,0)+c^{*} until μ_{∘}H_{2}=5.42(5) T, where satellites vanish and magnetization nonlinearly approaches saturation at 1.64(2)μ_{B}/Ce for μ_{∘}H≈7 T.