Are you talking about Unity Connection or legacy Unity?
If Unity connection, what version?
Office365 is supported for unified messaging integration, but you need to create different unified messaging integration on Unity Connection side and assign to the users:
http://www.cisco.com/c/en/us/td/docs/voice_ip_comm/connection/10x/unified_messaging/guide/10xcucumgx/10xcucumg025.html