The magnetic phases induced by the interplay between disorder acting only on particles with a given spin projection ('spin-dependent disorder') and a local repulsive interaction is explored. To this end the magnetic ground state phase diagram of the Hubbard model at half-filling is computed within dynamical mean-field theory combined with the geometric average over disorder, which is able to describe Anderson localization. Five distinct phases are identified: a ferromagnetically polarized metal, two types of insulators, and two types of spin-selective localized phases. The latter four phases possess different long-range order of the spins. The predicted phase diagram may be tested experimentally using cold fermions in optical lattices subject to spin-dependent random potentials.