Strontium ferromolybdate, Sr₂FeMoO₆, is an important member of the family of double perovskites with the possible technological applications in the field of spintronics and solid oxide fuel cells. Its preparation via a multi-step ceramic route or various wet chemistry-based routes is notoriously difficult. The present work demonstrates that Sr₂FeMoO₆ can be mechanosynthesized at ambient temperature in air directly from its precursors (SrO, α-Fe, MoO₃) in the form of nanostructured powders, without the need for solvents and/or calcination under controlled oxygen fugacity. The mechanically induced evolution of the Sr₂FeMoO₆ phase and the far-from-equilibrium structural state of the reaction product are systematically monitored with XRD and a variety of spectroscopic techniques including Raman spectroscopy, ⁵⁷Fe Mössbauer spectroscopy, and X-ray photoelectron spectroscopy. The unique extensive oxidation of iron species (Fe⁰ → Fe³⁺) with simultaneous reduction of Mo cations (Mo⁶⁺ → Mo⁵⁺), occuring during the mechanosynthesis of Sr₂FeMoO₆, is attributed to the mechanically triggered formation of tiny metallic iron nanoparticles in superparamagnetic state with a large reaction surface and a high oxidation affinity, whose steady presence in the reaction mixture of the milled educts initiates/promotes the swift redox reaction. High-resolution transmission electron microscopy observations reveal that the mechanosynthesized Sr₂FeMoO₆, even after its moderate thermal treatment at 923 K for 30 min in air, exhibits the nanostructured nature with the average particle size of 21(4) nm. At the short-range scale, the nanostructure of the as-prepared Sr₂FeMoO₆ is characterized by both, the strongly distorted geometry of the constituent FeO₆ octahedra and the extraordinarily high degree of anti-site disorder. The degree of anti-site disorder ASD = 0.5, derived independently from the present experimental XRD, Mössbauer, and SQUID magnetization data, corresponds to the completely random distribution of Fe³⁺ and Mo⁵⁺ cations over the sites of octahedral coordination provided by the double perovskite structure. Moreover, the fully anti-site disordered Sr₂FeMoO₆ nanoparticles exhibit superparamagnetism with the blocking temperature T _B = 240 K and the deteriorated effective magnetic moment μ = 0.055 μ _B per formula unit.