Domain walls in three-dimensional Weyl semimetals, formed by localized magnetic moments, are investigated. There appear bound states around the domain wall with the discrete spectrum, among which we find "Fermi arc" states with the linear dispersion. The Fermi arc modes contribute to the electric charge and current localized at the domain wall, which reveal a universal behavior depending only on chemical potential and the splitting of the Weyl nodes. This equilibrium current can be traced back to the chiral magnetic effect, or the edge counterpart of the anomalous Hall effect in the bulk. We propose a new way to manipulate the motion of the domain wall, accompanied with the localized charge, by applying an external electric field.