Option 1: Add the email address that’s getting stuck in your junk mail to your contacts – by default, Office 365 marks all email from your contacts as safe:

Option 2: Add the email address under Block or allow: To get to Block or allow, click on the cog beside your name (top right), and then select options:

Select block or allow from the menu on the left, and then start adding addresses that are getting caught by the spam filters, and click the + button each time. Note that you can also allow entire domains here as well, so that might be quicker than adding one user at a time.

The same rule in reverse applies to people you want to live permanently in your junk mail folder – add them to the blocked senders list, and click the + button. Again, you can block entire domains here, so keep those spammers out of your life!

Once you’ve added the addresses you want to block or allow, click Save at the bottom of the screen to save your changes.

Of course, you can achieve the same ends by right clicking on an email message in your Outlook inbox and selecting Block Sender,

or by selecting an email in your junk mail folder and clicking Mark as not junk.

For entire domain ref: http://masterandcmdr.com/block-and-allow-in-office-365-small-business/