Conventional magnetic domain walls are characterized by the reorientation of local moments. However, what occurs at the boundary of itinerant magnets is largely unknown. Here using spin-sensitive scanning tunneling microscopy, we investigated the microscopic boundaries of spin-density-wave (SDW) state in a prototypical itinerant anti-ferromagnet of Cr. We find at the boundary of two incommensurate SDW domains, the spins display finite-scale decay rather than reorientation. A novel double-Q SDW is generated with a second-order charge modulation. In commensurate SDW domains, a clear SDW gap is observed. Screw dislocations induced novel “half” vortex and anti-vortex that are connected by antiphase domain wall. This domain wall is characterized by vanishing spin density, where intriguing SDW in-gap states emerge, resembling the Andreev bound states in superconductors. All these unique SDW boundary structures can be viewed as consequences of local interference of two SDW, either with different Q or reversed phases. Therefore, our study revealed a new category of magnetic domain wall, the “interference wall”, with a mechanism rooted in itinerant nature.