We show that a superconducting vortex in underdoped high T-c superconductors could have an antiferromagnetic core. This type of vortex configuration arises as a topological solution in the recently constructed SO(5) nonlinear a model and in Landau-Ginzburg theory with competing antiferromagnetic and superconducting order parameters. Experimental detection of this type of vortex by muon spin resonance and neutron scattering is proposed.