We present a detailed local probe study of the magnetic order in the oxychalcogenide La2O2Fe2OSe2 utilizing 57Fe Moessbauer, 139La NMR, and muon spin relaxation spectroscopy. This system can be regarded as an insulating reference system of the Fe arsenide and chalcogenide superconductors. From the combination of the local probe techniques we identify a non-collinear magnetic structure similar to Sr2F2Fe2OS2. The analysis of the magnetic order parameter yields an ordering temperature TN = 90.1 K and a critical exponent of beta = 0.133, which is close to the 2D Ising universality class as reported in the related oxychalcogenide family.