In divalent Eu systems, the 4f local moment has a pure spin state J=S=7/2. Although the absence of orbital moment precludes crystal electric field effects, we report a sizeable magnetic anisotropy in single crystals of EuRh2Si2. We observed a surprisingly complex magnetic behavior with three succesive phase transitions. The Eu2+ moments order in a likely amplitude-modulated structure below 24.5K, undergoing a further transition to a structure that is possibly of the equal moment type, and a first order transition at lower temperatures, presumably into a spin spiral structure. The sharp metamagnetic transition observed at low fields applied perpendicular to the hard axis is consistent with a change from a spiral to a fan structure. These magnetic structures are presumably formed by ferromagnetic planes perpendicular to the c axis, stacked antiferromagnetically along c but not of type I, at least just below the ordering temperature. Since EuRh2Si2 is isoelectronic to EuFe2As2, our results are also relevant for the complex Eu-magnetism observed there, especially for the transition from an antiferromagnetic to a ferromagnetic state observed in EuFe2P2 upon substituting As by P.