Diffuse critical neutron scattering has been observed in the cerium monopnictides CeBi, CeSb, and CeAs above the antiferromagnetic ordering temperatures. No transverse fluctuations have been observed in these compounds. The longitudinal spin correlations are anisotropic: For CeBi and CeSb the magnetic interaction within the ferromagnetic sheets is stronger than the interplanar coupling, whereas CeAs shows stronger interaction between the ferromagnetic sheets than within them. For CeSb the long-range ordering below T//N has type A2/3 structure with superlattice peaks at q//0 equals (2 pi /a)(0,0,2/3), but the fluctuations above T//N are of type I antiferromagnetic structure and disappear when the long-range ordering occurs. The first-order phase transition in CeSb is in the vicinity of a Lifshitz point.