The information below is only an advice and you will need to contact your website DNS registrar like GoDaddy and have them add SPF record to your website domain’s DNS for office 365 or do it yourself if you are comfortable with DNS stuff. The record is listed below.

See: https://docs.microsoft.com/en-us/office365/SecurityCompliance/set-up-spf-in-office-365-to-help-prevent-spoofing

And https://docs.microsoft.com/en-us/office365/admin/get-help-with-domains/create-dns-records-at-any-dns-hosting-provider?view=o365-worldwide#add-a-txt-record-for-spf-to-help-prevent-email-spam

Here is basically what you need: