Pulsed laser deposition was used to fabricate high quality Sr2FeMoO6 thin films on SrTiO3 and SrLaAlO4 single crystal substrates. The focus of our research has been on the magnetic properties of Sr2FeMoO6 thin films and we have observed an outstanding shift from parallel in-plane magnetic anisotropy to perpendicular out-of-plane anisotropy, induced by the substrate. Our results also provide the first experimental evidence of magnetic stripe domain pattern in Sr2FeMoO6 thin films. Compared with previous studies for magnetoresistive thin films, we propose a conspicuous mechanism behind the shift in magnetic anisotropy. Rather than being induced directly by the lattice mismatch, we find the possible contribution to perpendicular magnetic anisotropy from over-relaxation at the film substrate interface or from other crystalline defects such as low-angle grain boundaries. (C) 2017 Elsevier B.V. All rights reserved.