You can restore an individual Exchange Online mailbox item to a PST file.
Procedure
From the navigation pane, go to Protect > Office 365.
The Office 365 apps page appears.
In the App name column, click the app that contains the item that you want to restore.
The app page appears.
On the Mailboxes tab, in the row for the mailbox that contains the item that you want to restore, click Restore, and then click Restore messages.
The mailbox contents appear.
You can restore mailboxes, folders or messages.
Note: To include deleted items, click the action
button, and then select Include deleted items.
To restore a mailbox, do the following:
In the left pane, select the checkbox for the mailbox,
Click the action
button, select Restore.
To restore a folder or a sub-folder, do the following:
In the left pane, expand the mailbox, and then click the folder or the sub-folder.
Click the action
button, select Restore.
To restore messages, do the following:
Either expand folders to navigate to the messages, or in the Search box, enter search terms in the search filter list.
For example, enter inbox for the Folder filter.
Select the check boxes for the messages.
Click Restore.
The Restore options dialog box appears.
From the Restore to list, select PST file.
From the Destination host list, select the Exchange server to restore the item to.
To specify the location to restore the PST file, in the Destination path box, click Browse, and then enter a file name that includes the .pst extension.
If you want to restore the PST file to a network location, enter a UNC path, with a file name that includes the .pst extension.
To restore a large data set to multiple PST files, select the Limit PST size to check box, and then enter the maximum size for the PST files.
You cannot enter a value that is greater than 45 GB.
To create a single PST file that is common to all users, select Create common PST for all users.
You can then select either a merged folder hierarchy for all users or a preserved folder hierarchy for each user.
To create a separate PST file for each individual user, select Create a folder per user using.
You can then select the appropriate folder naming convention from the corresponding list.
Click Submit.