Anti-site disorder is one of the most important issues that arises in synthesis of double perovskite for spintronic applications. Although it is known that anti-site disorder leads to a proliferation of structural defects, known as the anti-phase boundaries that separate ordered anti-phase domains in the sample, little is known about the magnetic correlation across these anti-phase boundaries on a microscopic level. Motivated by this, we report resonant elastic X-ray scattering study of room temperature magnetic and structural correlation in a thin-film sample of Sr$_2$CrReO$_6$, which has one of the highest $mathrm{T_C}$ among double perovskites. Structurally, we discovered existence of anti-phase nanodomains of $sim$15~nm in the sample. Magnetically, the ordered moments are shown to lie perpendicular to the $c$ direction. Most remarkably, we found that the magnetic correlation length far exceeds the size of individual anti-phase nanodomains. Our results therefore provide conclusive proof for existence of robust magnetic correlation across the anti-phase boundaries in Sr$_2$CrReO$_6$.