We present new soliton and hairy black hole solutions of Einstein-non-Abelian-Proca theory in asymptotically anti-de Sitter space-time with gauge group su(2). For static, spherically symmetric configurations, we show that the gauge field must be purely magnetic, and solve the resulting field equations numerically. The equilibrium gauge field is described by a single function ω(r), which must have at least one zero. The solitons and hairy black holes share many properties with the corresponding solutions in asymptotically flat space-time. In particular, all the solutions we study are unstable under linear, spherically symmetric, perturbations of the metric and gauge field