Step 1: Sign into Office 365 admin portal via https://portal.office.com
Step 2: Click on Admin from the left pane and navigate to Security center.
Step 3: In the Security & Compliance center, navigate to Permissions and edit the eDiscovery Manager role group.
Step 4: Add your account under Choose eDiscovery Administrator and sign out and sign in again.
Step 5: In the Security center, navigate to the Search > Content search.
Step 6: Create a new search by clicking the New search button.
Step 7: Click on Add conditions button and select To and then select the affected user account.
Step 8: Click on Save & run.
Step 9: Once the search has completed, click your search and then choose the Export report option and then, click Generate report.
Step 10: In the Exports tab, find the newly created export item, click it and click Download report.
Step 11: Once the .pst file is downloaded, import it to your account using Outlook client.