getting .PST of user mailbox in Office 365 / Exchange Cloud using admin portal

Dear Experts

can you please show me how to get .pst copy of a user mailbox in Office 365? not by using export in Outlook but from Office 365 itself.

Either by using powershell or any recommended 3rd party tools, any suggestion and tutorial will be very much appreciated.
Fajar99Asked:
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Mal OsborneAlpha GeekCommented:
This can be done with Powershell.  using New-MailboxExportRequest.  

Have you managed to connect to Office 365 with Powershell yet? There are a lot of admin tasks that can only be down with Powershell, so would be worth the effort to climb that learning curve.

https://technet.microsoft.com/library/jj984289(v=exchg.160).aspx
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Fajar99Author Commented:
Hi Malmensa

I just tried using New-MailboxExportRequest but that is only available to on Premise Exchange 2016 not on Office365.  Unless I have a hybrid on premise and cloud exchange but I don't.

Any other suggestions?
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Vasil Michev (MVP)Commented:
The only way to export the mailbox to PST in O365 is via the eDiscovery tool. Apart from Outlook and 3rd party tools that is.
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Mal OsborneAlpha GeekCommented:
Sorry about leading you astray with Powershell, I didn't realise this had been deprecated.

Tried this utility?

https://technet.microsoft.com/en-us/library/hh781036(v=exchg.141).aspx
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bobluisCommented:
Apart from using eDiscovery, you may also use Exchange Online to get user's mailbox data in PST. See the helpful-

http://www.messageops.com/office-365-exchange-migrator/exporting-office-365-mailboxes-to-pst-files/
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