Light bullets (LBs) are localized nonlinear waves propagating in high spatial dimensions. Finding stable LBs and realizing their control are desirable due to the interesting physics and potential applications. Here, we show that nonlocal LBs generated in a cold Rydberg atomic gas via the balance among the dispersion, diffraction, and giant nonlocal Kerr nonlinearity contributed by long-range Rydberg-Rydberg interaction can be actively manipulated by using a weak gradient magnetic field. Nonlocal LBs are generated by a balance among dispersion, diffraction, and large nonlocal Kerr nonlinearities contributed by long-range Rydberg-Rydberg interactions. Here, we find that active manipulation can be achieved by weak gradient magnetic fields in cold Rydberg atomic gases. Especially, the LBs may undergo significant Stern–Gerlach deflections, and their motion trajectories can be controlled by adjusting the magnetic-field gradient. The results reported here are helpful not only for understanding unique properties of LBs in nonlocal optical media but also for finding ways for precision measurements of magnetic fields.