We present the first direct measurements of the magnetic field strength and direction in a collimated jet from an evolved star on its way to become a planetary nebula. Very Long Baseline Array (VLBA) observations of the linear and circular polarization of the H$_2$O masers in the collimated jet of W43A reveal a strong toroidal magnetic field, indicating that the jet is magnetically collimated. The magnetic field strength in the jet extrapolated back to the stellar surface yields a surface field of several Gauss, consistent with the measurements of maser polarization in a large sample of evolved stars. The origin of the magnetic field is yet unknown, although the jet precession might point to the existence of a heavy planet or stellar companion. This is the first direct observational evidence for magnetic collimation in the jets, that likely plays an important role in shaping planetary nebulae.