WolframAlpha gives a real closed form for this definite integral:
$$\int_{-\infty}^{+\infty } \arctan\left(\dfrac{1}{1+x^2}\right)dx = \sqrt{2\left(\sqrt{2}-1\right)}\;\pi$$
Yet, the formula it gives for the indefinite integral uses $i$.
$$\int \tan^{-1}\left(\frac{1}{x^2 + 1}\right) dx = x \tan^{-1}\left(\frac{1}{x^2 + 1}\right)
+ 2 \left(
\frac{\tan^{-1}\left(\frac{x}{\sqrt{1 - i}}\right)}{(1 - i)^{3/2}}
+
\frac{\tan^{-1}\left(\frac{x}{\sqrt{1 + i}}\right)}{(1 + i)^{3/2}}
\right) + C$$
Why isn't the definite integral non-real?
Answer
First of all, it is real because it converges and because $\arctan\left(\frac1{1+x^2}\right)$ is a real number for every $x\in \mathbb R$.
On the other hand, that some number can be represented with an expression involving $i$ doesn't mean it is not a real number. For instance,
$$\frac1i+i=0\in \mathbb R.$$
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