The pursuit of controlled magnetism in semiconductors has been a persisting goal in condensed matter physics. Recently, Vene (phosphorene, arsenene and antimonene) has been predicted as a new class of 2D-semiconductor with suitable band gap and high carrier mobility. In this work, we investigate the edge magnetism in zigzag puckered Vene nanoribbons (ZVNRs) based on the density functional theory. The band structures of ZVNRs show half-filled bands crossing the Fermi level at the midpoint of reciprocal lattice vectors, indicating a strong Peierls instability. To remove this instability, we consider two different mechanisms, namely, spin density wave (SDW) caused by electron-electron interaction and charge density wave (CDW) caused by electron-phonon coupling. We have found that an antiferromagnetic Mott-insulating state defined by SDW is the ground state of ZVNRs. In particular, SDW in ZVNRs displays several surprising characteristics:1) comparing with other nanoribbon systems, their magnetic moments are antiparallelly arranged at each zigzag edge and almost independent on the width of nanoribbons; 2) comparing with other SDW systems, its magnetic moments and band gap of SDW are unexpectedly large, indicating a higher SDW transition temperature in ZVNRs; 3) SDW can be effectively modified by strains and charge doping, which indicates that ZVNRs have bright prospects in nanoelectronic device.