Materials that exhibit both strong spin-orbit coupling and electron correlation effects are predicted to host numerous new electronic states. One prominent example is the Jeff = 1/2 Mott state in Sr2IrO4, where introducing carriers is predicted to manifest high temperature superconductivity analogous to the S = 1/2 Mott state of La2CuO4. While bulk superconductivity currently remains elusive, anomalous quasiparticle behaviors paralleling those in the cuprates such as pseudogap formation and the formation of a d-wave gap are observed upon electron-doping Sr2IrO4. Here we establish a magnetic parallel between electron-doped Sr2IrO4 and hole-doped La2CuO4 by unveiling a spin density wave state in electron-doped Sr2IrO4. Our magnetic resonant X-ray scattering data reveal the presence of an incommensurate magnetic state reminiscent of the diagonal spin density wave state observed in the monolayer cuprate (La1-xSr x )2CuO4. This link supports the conjecture that the quenched Mott phases in electron-doped Sr2IrO4 and hole-doped La2CuO4 support common competing electronic phases.