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.
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/