Capillary interactions can be used to direct assembly of particles adsorbed at fluid-fluid interfaces. Precisely controlling the magnitude and direction of capillary interactions to assemble particles into favoured structures for materials science purposes is desirable but challenging. In this paper, we investigate capillary interactions between magnetic Janus particles adsorbed at fluid-fluid interfaces. We develop a pair-interaction model that predicts that these particles should arrange into a side-side configuration, and carry out simulations that confirm the predictions of our model. Finally, we investigate the monolayer structures that form when many magnetic Janus particles adsorb at the interface. We find that the particles arrange into long, straight chains exhibiting little curvature, in contrast with capillary interactions between ellipsoidal particles. We further find a regime in which highly ordered, lattice-like monolayer structures form, which can be tuned dynamically using an external magnetic field.