MX records are DNS entries that tell sending mail servers which host should accept email for a domain. Without them, inbound mail has nowhere to go — domains that only send mail or skip MX entirely will not receive replies.

MX Record Lookup for mailgun.net

MX records found

Host: mxa.mailgun.org
Priority: 10
TTL: 300s
A records: 34.36.182.139
Host: mxb.mailgun.org
Priority: 10
TTL: 300s
A records

The records above are listed in priority order. Sending mail servers try the lowest priority number first; equal priorities distribute load. The hostnames must themselves resolve to valid IPs — broken glue-records here are a common silent fault source.

Zero records means inbound mail is not configured. Multiple records at one priority give cheap redundancy. Vanity hosts (mail.<domain>) work as long as their A/AAAA records exist; verify them via the MX result page of those secondary domains if needed.