The magnetic properties and crystal structure of Gd_xLa_1−x CoSi compounds (x=0, 0.25, 0.5, 0.65, 0.8, 1) are investigated. The anisotropy of the magnetic properties are analyzed for a GdCoSi single crystal. The temperature dependences of the magnetic susceptibility and the tetragonal lattice parameters of GdCoSi are characterized by anomalies in the vicinity of the magnetic phase transition temperatures, 166 K and 300 K. The Néel temperatures, the effective magnetic moments, and the paramagnetic Curie temperatures of these compounds decrease as gadolinium is replaced by lanthanum. The compound LaCoSi is a Pauli paramagnet. The results are discussed on the basis of a model that takes into account the presence of positive and negative exchange interactions and the itinerant magnetism of the cobalt sublattice.