The chiral magnetic effect is the appearance of a current along the lines of magnetic flux, due to an imbalance between Weyl fermions of opposite chirality. In a Weyl semimetal this is a dissipative, non-equilibrium current. We will discuss how this current can flow in equilibrium, without dissipation, in the vortex lattice of a Weyl superconductor. The chirality imbalance appears when one of the two chiralities is confined to vortex cores. The confined states are charge-neutral Majorana fermions.