Spin-orbit interaction and structure inversion asymmetry in combination with magnetic ordering is a promising route to novel materials with highly mobile spin-polarized carriers at the surface. Spin-resolved measurements of the photoemission current from the Si-terminated surface of the antiferromagnet TbRh2Si2 and their analysis within an ab initio one-step theory unveil an unusual triple winding of the electron spin along the fourfold-symmetric constant energy contours of the surface states. A two-band k·p model is presented that yields the triple winding as a cubic Rashba effect. The curious in-plane spin-momentum locking is remarkably robust and remains intact across a paramagnetic-antiferromagnetic transition in spite of spin-orbit interaction on Rh atoms being considerably weaker than the out-of-plane exchange field due to the Tb 4f moments.