The magnetic structure of Ca$_2$MnReO$_6$ double perovskite is investigated by neutron powder diffraction and bulk magnetization, showing dominant non-collinear Mn magnetic moments [$4.35(7)$ $mu_B$] that are orthogonally aligned with the small Re moments [$0.22(4)$ $mu_B$]. $Ab$-initio electronic structure calculations show that the strong spin-orbit coupling for Re $5d$ electrons combined with a relatively modest on-site Coulomb repulsion ($U_{eff}^{Re} gtrsim 0.6$ eV) is sufficient to render this material insulating. This is a rare example of spin-orbit assisted Mott insulator outside the realm of iridates, with remarkable magnetic properties.