The simultaneous presence of an Fe-related spin-density wave and the antiferromagnetic order of Eu-2(+) moments ranks EuFe2As2 among the most interesting parent compounds of iron-based pnictide superconductors. Here we explore the consequences of the dilution of Eu-2(+) magnetic lattice through on-site Ca substitution. By employing macro- and microscopic techniques, including electrical transport and magnetometry, as well as muon-spin spectroscopy, we study the evolution of Eu magnetic order in both the weak and strong dilution regimes, achieved for Ca concentration x(Ca) = 0.12 and 0.43, respectively. We demonstrate the localized character of the Eu antiferromagnetism mediated via RKKY interactions, in contrast with the largely itinerant nature of Fe magnetic interactions. Our results suggest a weak coupling between the Fe and Eu magnetic sublattices and a rapid decrease of the Eu magnetic interaction strength upon Ca substitution. The latter is confirmed both by the depression of the ordering temperature of the Eu-2(+) moments T-N, and the decrease of magnetic volume fraction with increasing x(Ca). We establish that, similarly to the EuFe2As2 parent compound, the investigated Ca-doped compounds have a twinned structure and undergo a permanent detwinning upon applying an external magnetic field.