You can do this easily with the via Active Users. However, if you have especially multiple users to check Powershell comes very handy.

First install the Exchange Online module:

Install-Module ExchangeOnlineManagement

Once the module is installed, you can use


to establish the connection, enter your credentials at the prompt. Then you can run

Get-DistributionGroup | where { (Get-DistributionGroupMember $_.Name | foreach {$_.PrimarySmtpAddress}) -contains ""}

This will get you the list of distribution groups that is a member of. You can of course format the output to your liking.