As exemplified by the growing interest in the quantum anomalous Hall effect, the research on topology as an organizing principle of quantum matter is greatly enriched from the interplay with magnetism. In this vein, we present a combined electrical and thermoelectrical transport study on the magnetic Weyl semimetal EuCd₂As₂. Unconventional contribution to the anomalous Hall and anomalous Nernst effects were observed both above and below the magnetic transition temperature of EuCd₂As₂, indicating the existence of significant Berry curvature. EuCd₂As₂ represents a rare case in which this unconventional transverse transport emerges both above and below the magnetic transition temperature in the same material. The transport properties evolve with temperature and field in the antiferromagnetic phase in a different manner than in the paramagnetic phase, suggesting different mechanisms to their origin. Our results indicate EuCd₂As₂ is a fertile playground for investigating the interplay between magnetism and topology, and potentially a plethora of topologically nontrivial phases rooted in this interplay.