This article applies to Exchange accounts on Android devices.
Note: Microsoft has depricated SMS synching feature from Exchange 2016. The feature is currently supported by Exchange 2010 and Exchange 2013.
On some Android devices SMS messages synchronized with your Inbox by default when you create an Exchange account.
To receive SMS separately from emails, you need to edit Exchange Account settings:
Open Settings on the device and navigate to
Accounts > Microsoft Exchange ActiveSync
|Tap on Settings|
|Select the mail account|
|Scroll down the list of settings and uncheck Sync SMS option|