The molecular geometry is square planar, but the electronic geometry is octahedral. How? Well, the is a simple consequence of #"valence shell electron pair repulsion theory"#, which I will try to outline.
For #XeF_4#, we have 8 valence electrons from xenon, and #4xx7# valence electrons from the bound fluorides; thus, we have 36 electrons, 18 electron pairs to distribute around 5 centres. Each fluorine atom has 4 electron pairs surrounding it; 3 lone pairs, and one #Xe-F# bond. And the central xenon atom has 4 bonding pairs, and 2 non-bonding lone pairs. The most thermodynamically stable state for these 6 electrons is as an OCTAHEDRON, with #4xxXe-F# bonds, and 2 non-bonding lone pairs on the central xenon atom.
The two non-bonding lone pairs are normal to each other, and while electronic geometry is octahedral, molecular geometry is square planar.