Despite their importance in the star formation process, measurements of magnetic field strength in proto-planetary discs remain rare. While linear polarisation of dust and molecular lines can give insight into the magnetic field structure, only observations of the circular polarisation produced by Zeeman splitting provide a direct measurement of magnetic field strenghts. One of the most promising probes of magnetic field strengths is the paramagnetic radical CN. Here we present the first Atacama Large Millimeter/submillimeter Array (ALMA) observations of the Zeeman splitting of CN in the disc of TW Hya. The observations indicate an excellent polarisation performance of ALMA, but fail to detect significant polarisation. An analysis of eight individual CN hyperfine components as well as a stacking analysis of the strongest (non-blended) hyperfine components yields the most stringent limits obtained so far on the magnetic field strength in a proto-planetary disc. We find that the vertical component of the magnetic field |B_z| < 0.8 mG (1σ limit). We also provide a 1σ toroidal field strength limit of <30 mG. These limits rule out some of the earlier accretion disc models, but remain consistent with the most recent detailed models with efficient advection. We detect marginal linear polarisation from the dust continuum, but the almost purely toroidal geometry of the polarisation vectors implies that his is due to radiatively aligned grains.