Thin films of Sr2FeMoO6 (SFMO) were grown by pulsed laser deposition in non-optimized argon ambient pressures. The films were found to contain a high number of precipitates of foreign phases. The nature and microstructure of these phases were investigated in detail by high-resolution scanning transmission electron microscopy (STEM) and X-ray diffractometry (XRD). We found out that the dominant foreign phase embedded in the SFMO film matrix was SrMoO4 (SMO). Through STEM and XRD analysis, we determined that the SMO phase grows epitaxially with respect to the surrounding SFMO matrix and has a fairly good crystallinity. Although the SFMO films include many foreign precipitates, they still exhibit good conducting properties and moderate magnetization values. Tuning the growth of the SMO phase on top of SFMO films to obtain a natural tunnel barrier might pave the way for future applications of SFMO in spintronic devices.