For more than 30 years, there have been attempts to explain the Blazhko effect in RR Lyrae stars with the presence of strong magnetic fields (Mestel 1975, Cousins 1983, Shibahashi & Takata 1995, Shibahashi 2000). These so‐called magnetic models are counted among the most promising explanations for the century‐old puzzle of the Blazhko effect. The measurements of magnetic fields in RR Lyrae stars, however, have for a long time been sparse and contradictory. In December 2008 we devoted an observing campaign to the measurement of magnetic fields of a sample of bright RR Lyrae pulsators using the SemPol instrument at the 3.9 m Anglo‐Australian Telescope. Preliminary results and challenges of this campaign are presented in this paper.