One professional tool that can quickly convert MBOX files to MSG files while keeping the email data is Softaken MBOX to MSG Converter. We won't lose anything. Multiple Mbox files can be converted at once, it works with all versions of Windows and Outlook, it has an easy-to-use GUI, everyone can get a free trial copy, and more. The features and style of the email data are not changed during the exchange. How do I change MBOX to MSG? You should get the tool and use it on your PC. The tool lets you add MBOX files and folders. After that, find a place to save the MSG files you just made. Press the "Convert Now" button to start the process.