Harnessing the enhanced light-matter coupling and quantum vacuum fluctuations resulting from mode volume compression in optical cavities is a promising route towards functionalizing quantum materials and realizing exotic states of matter. Here, we extend cavity quantum electrodynamical materials engineering to correlated magnetic systems, by demonstrating that a Fabry-Perot cavity can be used to control the magnetic state of the proximate quantum spin liquid α-RuCl3. Depending on specific cavity properties such as the mode frequency, photon occupation, and strength of the light-matter coupling, any of the magnetic phases supported by the extended Kitaev model can be stabilized. In particular, in the THz regime, we show that the cavity vacuum fluctuations alone are sufficient to bring α-RuCl3 from a zigzag antiferromagnetic to a ferromagnetic state. By external pumping of the cavity in the few photon limit, it is further possible to push the system into the antiferromagnetic Kitaev quantum spin liquid state.