Magnetic fields are often used for characterizing transport in nanoscale materials. Recent magnetotransport experiments have demonstrated that ballistic transport is possible in graphene antidot lattices (GALs). These experiments have inspired the present theoretical study of GALs in a perpendicular magnetic field. We calculate magnetotransport through graphene antidot barriers (GABs), which are finite rows of antidots arranged periodically in a pristine graphene sheet, using a tightbinding model and the Landauer-Büttiker formula. We show that GABs behave as ideal Dirac mass barriers for antidots smaller than the magnetic length, and demonstrate the presence of magnetic edge states, which are localized states on the periphery of the antidots due to successive reflections on the antidot edge in the presence of a magnetic field. We show that these states are robust against variations in lattice configuration and antidot edge chirality. Moreover, we calculate the transmittance of disordered GABs and find that magnetic edge states survive a moderate degree of disorder. Due to the long phase-coherence length in graphene and the robustness of these states, we expect magnetic edge states to be observable in experiments as well.