In a magnetic topological insulator, nontrivial band topology conspires with magnetic order to produce exotic states of matter that are best exemplified by quantum anomalous Hall (QAH) insulators and axion insulators. Here, we probe quantum transport in MnBi₂Te₄ thin flake—a topological insulator with intrinsic magnetic order. In this layered van der Waals crystal, the ferromagnetic layers couple anti-parallel to each other, so bulk MnBi₂Te₄ is an antiferromagnet. Atomically thin MnBi₂Te₄, however, becomes ferromagnetic when the sample has odd number of septuple layers. Signatures of QAH effect are observed in few-layer MnBi₂Te₄ samples. Our results establish MnBi₂Te₄ as an ideal arena for further exploring various topological phenomena.