Domain wall structures form spontaneously due to epitaxial misfit during thin film growth. Imaging the dynamics of domains and domain walls at ultrafast timescales can provide fundamental clues to features that impact electrical transport in electronic devices. Recently, deep learning based methods showed promising phase retrieval (PR) performance, allowing intensity-only measurements to be transformed into snapshot real space images. While the Fourier imaging model involves complex-valued quantities, most existing deep learning based methods solve the PR problem with real-valued based models, where the connection between amplitude and phase is ignored. To this end, we involve complex numbers operation in the neural network to preserve the amplitude and phase connection. Therefore, we employ the complex-valued neural network for solving the PR problem and evaluate it on Bragg coherent diffraction data streams collected from an epitaxial La₂₋ₓSrₓCuO₄ (LSCO) thin film using an X-ray Free Electron Laser (XFEL). Our proposed complex-valued neural network based approach outperforms the traditional real-valued neural network methods in both supervised and unsupervised learning manner. Phase domains are also observed from the LSCO thin film at an ultrafast timescale using the complex-valued neural network.