We compute the jet quenching parameter of a quark-gluon plasma in the presence of a strong magnetic field using perturbative QCD (pQCD) in the weakly coupled regime, and correspondence in the strongly coupled regime of super Yang-Mills. In the weakly coupled regime, we compute in pQCD at complete leading order (that is, leading log as well as the constant under the log) in the QCD coupling constant , assuming the hierarchy of scales . We consider two cases of jet orientations with respect to the magnetic field: 1) the case of a jet moving parallel to the magnetic field; 2) the case of a jet moving perpendicular to the magnetic field. In the former case, we find , while in the latter we have . In both cases, this leading-order result arises from the scatterings with thermally populated lowest-Landau-level quarks. In the strongly coupled regime described by the correspondence, we find or in the same hierarchy of depending on whether the jet is moving parallel or perpendicular to the magnetic field, respectively, which indicates a universal dependence of on in both regimes for the parallel case, the origin of which should be the transverse density of lowest-Landau-level states proportional to . Finally, the asymmetric transverse momentum diffusion in the case of a jet moving perpendicular to the magnetic field may give an interesting azimuthal asymmetry of the gluon bremsstrahlung spectrum in the Baier-Dokshitzer-Mueller-Peigne-Schiff and Zakharov (BDMPS-Z) formalism.