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A thorough characterization of the title compound, (dimim)2[Fe2Cl6(µ-O)], consisting of a (µ-oxido)-bridged binuclear iron(III) complex and 1,3-dimethylimiazolium (dimim) cation, has been performed using a wide range of techniques. The room temperature disordered crystal structure of this compound transits to an incommensurately modulated crystal structure at 100 K; to our knowledge, the first one found for an imidazolium halometallate complex. The crystal structure was solved in the superspace group PĪ(/α/β/γ)0 with modulation vector q=0.1370(10) 0.0982(10) 0.326(2) at 100 K. Variable temperature synchrotron powder x-ray diffraction showed the presence of satellite peaks in addition to the main diffraction peaks up to 208 K. Furthermore, a thermal expansion study was performed with this technique from 100 to 383 K (near of its melting point) adressing questions about the nature and consequences of the ion self-assembly of this (µ-oxido)-bridged binuclear iron(III) complex, as well as the molecular motion of the imidazolium cation within the crystalline structure as a response to the temperature effect. Finally, we present a deep magnetic study based on magnetic susceptibility, magnetization and Mössbauer measurements, where the strong antiferromagnetic exchange coupling detected is due to the occurrence of a µ-oxido bridge between the Fe(III), giving rise to an intra-dimeric antiferromagnetic exchange coupling of -308 cm-1. Financial support from Universidad de Cantabria (Proyecto Puente convocatoria 2018 funded by SODERCAN_FEDER) , Universidad del País Vasco/Euskal Herriko Unibertsitatea (GIU17/50 and PPG17/37) and Ministerio de Economia y Competividad (MAT2017-89239-C2-(1,2)-P).