The magnetic ground state of CuB2O4 is incommensurate at T = 1.8 K and undergoes a continuous phase transition to a noncollinear commensurate antiferromagnetic state at T(small star), filled approximately 10 K. Close to T(small star), filled higher-order magnetic satellites are observed. Coexistence of long- and short-range magnetic order is observed in both magnetic phases. This suggests that the association of the Dzyaloshinskii-Moriya interaction and anisotropy leads to the formation of a magnetic soliton lattice.