I'd like to know if we can convert .mapx format into .mxd file. Thank you

[VarshaGundu]

Arcgis Pro has exporting option of .mapx and arcmap has .mxd. 

[RobertBorchert]

.mapx and .mxd are not even remotely related.  .mapx file extension is a file type that resides in a web server and delivers content through a web browser.

.mapx is more closely related to the idea of a shape file.

You will need a software like MapDotNet to open the .mapx and you may be able to convert it to a shape file. But I have no idea if you can.

[Brian_Wilson]

Actually you can generate a MAPX file by doing an export in ArcGIS Pro, it's not just a web server thing. See  "Save A Map File". 

MAPX files are just plain, readable JSON files. Not even zipped or minified or obfuscated, very progressive for Esri. There is even some documentation here CIMMapDocumentClass. I forget what CIM stands for now.

MXD files are from the olden days of yore when everything was in a secret binary format. So converting from MAPX to MXD without help from Esri is basically impossible, and they don't want you to use Desktop any more, so , not going to happen in our lifetimes.