Neutron scattering studies of single crystal LiNiPO4 reveal a spontaneous first-order commensurate-incommensurate magnetic phase transition. Short- and long-range incommensurate phases are intermediate between the high temperature paramagnetic and the low temperature antiferromagnetic phases. The modulated structure has a predominant antiferromagnetic component, giving rise to satellite peaks in the vicinity of the fundamental antiferromagnetic Bragg reflection, and a ferromagnetic component, giving rise to peaks at small momentum transfers around the origin at (0,+/-Q,0). The wavelength of the modulated magnetic structure varies continuously with temperature. It is argued that the incommensurate short- and long-range phases are due to spin-dimensionality crossover from a continuous to the discrete Ising state.