Hi @Microsoft Q & A ,
You can block a file type in Exchange Online Protection using the Malware Filter Policy.
See this article for details: Anti-malware policies.
It is worth noting the -FileTypeAction and -FileTypes parameters in the New-MalwareFilterPolicy or Set-MalwareFilterPolicy commands.
The FileTypeAction parameter specifies what's done to messages that contain one or more attachments where the file extension is included in the FileTypes parameter.
The FileTypes parameter specifies the file types that are automatically blocked by the common attachments filter.
To add or remove file types without affecting other file type entries, you can refer to Example 2 and Example 3 in the Set-MalwareFilterPolicy cmdlet.
If the answer is helpful, please click "Accept Answer" and kindly upvote it. If you have extra questions about this answer, please click "Comment".
Note: Please follow the steps in our documentation to enable e-mail notifications if you want to receive the related email notification for this thread.