@brianlittlejohn said in Exchange Shell command not working:

You also need to have export/import permissions granted to your account. They are not granted to anyone by default.

This is what you need.

First assign your user the Mailbox Export Role
New-ManagementRoleAssignment -Role "Mailbox Import Export" -User "<user name or alias>"

Then make sure the Exchange Subsystem has access to that shared folder and then run your export:
MailboxExportRequest -Mailbox username -FilePath "\\server\PST FOlder\username.pst"