We present the extension of GR-Athena++ to general-relativistic magnetohydrodynamics (GRMHD) for applications to neutron star spacetimes. The new solver couples the constrained transport implementation of Athena++ to the Z4c formulation of the Einstein equations to simulate dynamical spacetimes with GRMHD using oct-tree adaptive mesh refinement. We consider benchmark problems for isolated and binary neutron star spacetimes demonstrating stable and convergent results at relatively low resolutions and without grid symmetries imposed. The code correctly captures magnetic field instabilities in non-rotating stars with total relative violation of the divergence-free constraint of . It handles evolutions with a microphysical equation of state and black hole formation in the gravitational collapse of a rapidly rotating star. For binaries, we demonstrate correctness of the evolution under the gravitational radiation reaction and show convergence of gravitational waveforms. We showcase the use of adaptive mesh refinement to resolve the Kelvin-Helmholtz instability at the collisional interface in a merger of magnetised binary neutron stars. GR-Athena++ shows strong scaling efficiencies above in excess of CPU cores and excellent weak scaling is shown up to CPU cores in a realistic production setup. GR-Athena++ allows for the robust simulation of GRMHD flows in strong and dynamical gravity with exascale computers.