Setting up your email services correctly is a key aspect of running marketing campaigns and keeping in touch with your customers. When setting email services using a third-party domain with Shopify it’s no longer possible to add an SPF, Shopify no longer uses SPF. Shopify has switched from using SPF to DKIM DNS records and using DKIM should resolve any issues you might be having with authenticating your email domain.
For more information please see the Shopify help center guide on Setting up your email.
It's worth also noting that following these steps will only add SPF and DKIM to the transactional and marketing emails that Shopify sends on behalf of stores. As Shopify don't provide an email hosting solution beyond mail forwarding, most stores will have a separate email solution for hosted mailboxes, so stores should go through that same process for their hosted email solution.
SPF and DKIM records should in theory be optional, but they are becoming so important these days as big providers like Gmail and Hotmail have started to use the absence of such records as a strong factor in their spam scoring algorithms, leading a lot of legitimate emails ending up in spam folders.
For any stores using our Hosted Email app for their email, they can reach out to our support if they want any help making sure their DNS is correct and we can advise or often make the changes for you. If you have email hosting with another provider, you should check their documentation to make sure you have SPF and DKIM correctly set up.