The longitudinal resistance R_xx of the SrTiO₃/LaAlO₃ interface with magnetic fields applied perpendicular to the interface has an antisymmetric term (namely, R_xx(H) ≠ R_xx(-H)) which increases with decreasing temperature and increasing field. We argue that the origin of this phenomenon is a non-homogeneous Hall effect with clear contribution of an extraordinary Hall effect, suggesting the presence of non-uniform field-induced magnetization.