The current family of experimentally realized two-dimensional magnetic materials consist of 3$d$ transition metals with very weak spin-orbit coupling. In contrast, we report a new platform in a chemically bonded and layered 4$d$ oxide, with strong electron correlations and competing spin-orbit coupling. We synthesize ultra-thin sheets of SrRu$_2$O$_6$ using scalable liquid exfoliation. These exfoliated sheets are characterized by complementary experimental and theoretical techniques. The thickness of the nano-sheets varies between three to five monolayers, and within the first-principles calculations, we show that antiferromagnetism survives in these ultra-thin layers. Experimental data suggest that exfoliation occurs from the planes perpendicular to the $c$-axis as the intervening hexagonal Sr-lattice separates the two-dimensional magnetic honeycomb Ru-layers. The high-resolution transmission electron microscope images indicate that the average inter-atomic spacing between the Ru-layers is slightly reduced, which agrees with the present calculations. The signatures of rotational stacking of the nanosheets are also observed. Such new two-dimensional platform offers enormous possibilities to explore emergent properties that appear due to the interplay between magnetism, strong correlations and spin-orbit coupling. Moreover, these effects can be further tuned as a function of layer thickness.