We have performed neutron critical scattering experiments on the heavy-fermion superconductor UPd2Al3 above the Neel temperature in order to characterize the short-ranged correlations associated with the magnetic ordering. The magnetic correlation length along the hexagonal c axis is longer than that in the basal plane, suggesting that the antiferromagnetic interaction along the c axis is stronger than the ferromagnetic one in the basal plane. This antiferromagnetic correlation is discussed in connection with the pairing mechanism of the superconductivity. We also find that the magnetic fluctuations exhibit the two-length scales reminiscent of features observed in Tb and Ho.