Abstract: We consider a magnetic flux pointing in the z direction of an axially symmetric space-time (Melvin universe) in a Born-Infeld-type extension of general relativity (GR) formulated in the Palatini approach. Large magnetic fields could have been produced in the early Universe, and given rise to interesting phenomenology regarding wormholes and black hole remnants. We find a formal analytic solution to this problem that recovers the GR result in the appropriate limits. Our results set the basis for further extensions that could allow the embedding of pairs of black hole remnants in geometries with intense magnetic fields.