The two-component Fermi gas in a double-well trap is studied using the density functional theory and the density profile of each component is calculated within the Thomas-Fermi approximation. We show that the two components are spatially separate in the two wells once the repulsive interaction exceeds the Stoner point, signaling the occurrence of the ferromagnetic transition. Therefore, the double-well trap helps to explore itinerant ferromagnetism in atomic Fermi gases, since the spontaneous separation can be examined by measuring component populations in one well.