The newly built MagSAXS (magnetic small-angle X-ray scattering) set-up dedicated to the direct two-dimensional measurement of magnetic scattering using polarized synchrotron radiation in extreme sample environments is presented. Pure optical transport of the image is used to record the magnetic scattering with a two-dimensional CCD visible-light camera. The set-up is able to probe magnetic correlation lengths from the micrometer down to the nanometer scale. A detailed layout is presented along with preliminary results obtained at several beamlines at Synchrotron SOLEIL. The presented examples underline the wide range of possible applications spanning from correlation lengths determination to Fourier transform holography.