Magnetic structure of CaFe5O7 ferrite has been studied jointly from neutron powder diffraction data and spectroscopic Mössbauer measurements in the thermal range from 5 to 500K. This coupled work highlights three distinct magnetic domains around two specific temperatures: TM=125K and TN=360K. The latter corroborates the structural monoclinic-orthorhombic transition previously reported by transmission electron microscopy techniques and X-ray thermodiffractometry. Complementary heat capacity measurements have confirmed this first order transition with a sharp peak at 360K. Interestingly, this large study has revealed a second magnetic transition associated to a spin rotation at 125K similar to this one reported by Morin in α-Fe2O3 hematite at TM=260K.