We have successfully synthesized single crystals of UAu0.8Sb2 using a flux method and present a comprehensive study of its physical properties by measuring the magnetic susceptibility, electrical resistivity and specific heat. Evidence for at least three magnetic phases is observed in the field-temperature phase diagram of UAu0.8Sb2. In zero field, the system undergoes an antiferromagnetic transition at 71 K, and upon further cooling it passes through another antiferromagnetic phase with a ferromagnetic component, before reaching a ferromagnetic ground state. A complex magnetic field-temperature phase diagram is obtained for fields along the easy c-axis, where the antiferromagnetic order eventually becomes polarized upon applying a magnetic field.