Hi Antonio,
It's used when people want to say something just to make it absolutely clear and avoid any misunderstanding, i.e. so that "the record" (either real or imaginary) shows the truth.
e.g.
We've done very well. For the record, I think we have had 5,000 hits since the website started.
I know that there have been a lot of rumours flying around, but just for the record, I didn't sleep with her!