In α-RuCl3, an external magnetic field applied within the honeycomb plane can induce a transition from a magnetically ordered state to a disordered state that is potentially related to the Kitaev quantum spin liquid. In zero field, single crystals with minimal stacking faults display a low-temperature state with in-plane zigzag antiferromagnetic order and a three-layer periodicity in the direction perpendicular to the honeycomb planes. Here, we present angle-dependent magnetization, ac susceptibility, and thermal transport data that demonstrate the presence of an additional intermediate-field ordered state at fields below the transition to the disordered phase. Neutron-diffraction results show that the magnetic structure in this phase is characterized by a six-layer periodicity in the direction perpendicular to the honeycomb planes. Theoretically, the intermediate ordered phase can be accounted for by including spin-anisotropic couplings between the layers in a three-dimensional spin model. Together, this demonstrates the importance of interlayer exchange interactions in α-RuCl3.