EDIT
Sorry. I have made a mistake in the choice of the initial conditions which is corrected below. This error does not change the general staetements.
Corrected exposition
As far as I can see there is no problem with the completeness of the solutions provided by Mathematica.
$Version
(* Out[16]= "10.1.0 for Microsoft Windows (64-bit) (March 24, 2015)" *)
The general solution to the ODE is found by Mathematica to be
sol = DSolve[f'[x] == -Sqrt[2] (1/4 - 2 f[x]^2), f[x], x]
(* Out[2]= {{f[x] -> -((-1 + E^(2 x + 4 Sqrt[2] C[1]))/(
2 Sqrt[2] (1 + E^(2 x + 4 Sqrt[2] C[1]))))}} *)
As expected, the solution contains one arbitrary constant C[1].
The two branches of the solution correspond just to different choices of C[1].
Notice also that C[1] can be a complex number.
Let us have closer look on the situation.
The critical value of the function is
fc = -(1/(2 Sqrt[2]));
Now we complete the problem by imposing an initial condition on f.
And we distinguish two cases (here I am correcting my mistake of not imposing the condition of on the module)
(1) Abs[f[0]] < Abs[fc]:
ff1[x_] = f[x] /.
DSolve[f'[x] == -Sqrt[2] (1/4 - 2 f[x]^2) && f[0] == 1/4, f[x], x][[1]]
During evaluation of In[12]:= Solve::ifun: Inverse functions are being
used by Solve, so some solutions may not be found; use Reduce for
complete solution information. >>
(* Out[14] = -((1 - 3 E^(2 x) + 2 Sqrt[2] E^(2 x))/(
2 Sqrt[2] (-1 - 3 E^(2 x) + 2 Sqrt[2] E^(2 x)))) *)
(2) Abs[f[0]] > Abs[fc]:
ff2[x_] = f[x] /.
DSolve[f'[x] == -Sqrt[2] (1/4 - 2 f[x]^2) && f[0] == 2, f[x], x][[1]]
During evaluation of In[14]:= Solve::ifun: Inverse functions are being
used by Solve, so some solutions may not be found; use Reduce for
complete solution information. >>
(* Out[15] = -((-7 - 9 E^(2 x) + 4 Sqrt[2] E^(2 x))/(
2 Sqrt[2] (7 - 9 E^(2 x) + 4 Sqrt[2] E^(2 x)))) *)
and compare the results in a plot:
Plot[{ff1[x], ff2[x]}, {x, 0, 3},
PlotLabel -> "Solution of ODE\nblue curve = ff1, yellow curve = ff2",
PlotRange -> {-2, 2}]

Summarizing: Mathematica in fact provides the general solution. This includes automatically the cases mentioned in the OP which correspond just to different initial conditions.
DSolvedoesn't find all solutions, rather generic ones. – Artes Mar 08 '16 at 07:02sols = (Table[ DSolve[D[f[x], x] == -Sqrt[2]*(1/4 - 2 f[x]^2) && f[0] == -(a/(2 Sqrt[2])), f[x], x], {a, -2, 0, 1/2}] // Quiet // Simplify // Flatten)[[All, 2]]; Plot[sols, {x, -2, 2}, Evaluated -> True]and compere the plots with e.g.Plot[{Tanh[x], Coth[x]}, {x, -2, 2}, Evaluated -> True]. In the first case you got both corresponding cases. – Artes Mar 08 '16 at 07:25Join[sols, {-(1/(2 Sqrt[2]))}]. – Artes Mar 08 '16 at 07:38ain such a way withTableto include solutions from the both classes. – Artes Mar 08 '16 at 09:21