The recently discovered superconductivity with critical temperature T_{c} up to 80 K in the double-layer Nickelate La_{3}Ni_{2}O_{7-δ} under pressure has drawn great attention. Here, we report the positive muon spin relaxation (μ^{+}SR) study of polycrystalline La_{3}Ni_{2}O_{6.92} under ambient pressure. Zero-field μ^{+}SR experiments reveal the existence of magnetic order in La_{3}Ni_{2}O_{6.92} with T_{N}=154 K. The weak transverse field μ^{+}SR measurements reveal the bulk nature of magnetism. In addition, a small quantity of oxygen deficiencies can greatly broaden the internal magnetic field distribution sensed by muons.