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Classical Cepheids are essential objects in the study of stellar evolution and cosmology; however, we know little about their magnetic properties. We report the detection of Stokes $V$ features interpreted as Zeeman signatures in four classical Cepheids using high-resolution spectropolarimetric observations obtained with ESPaDOnS at CFHT. Eight observations of $\eta$ Aql were acquired in 2017 covering its 7.2 d pulsation period, and single observations of Polaris, $\zeta$ Gem, $\delta$ Cep and RT Aur were obtained in 2020 as part of our ongoing systematic survey. We use mean circular polarization Stokes $V$ profiles generated using the Least-Squares Deconvolution procedure to diagnose Zeeman signatures and measure mean longitudinal field strengths $\langle B_{z}\rangle$. We detect magnetic signatures across all pulsation phases of $\eta$ Aql ($-0.89\pm0.47$ G$\,<\langle B_{z}\rangle<1.27\pm 0.40$ G), as well as in the single observations of Polaris ($0.59\pm0.16$ G), $\zeta$ Gem ($0.41\pm0.16$ G) and $\delta$ Cep ($0.43\pm0.19$ G). The Stokes $V$ profile of Polaris is detected at extremely high S/N and implies a complex magnetic field topology. It stands in stark contrast to all other detected Stokes $V$ profiles, which show unusual approximately unipolar positive circular polarization lobes analogous to those observed in some Am stars., Comment: 11 pages, 6 figures, accepted for publication in MNRAS