This method will guide you to modify the security policy in the Registry Editor to automatically block specified types of Outlook attachments, such as all .zip attachments in Outlook.

1. Press Win + R keys together to open the Run dialog box, type regedit into the Open box, and click the OK button.

2. In the pooping out User Account Control dialog box, please click the Yes button to go ahead.

3. In the Registry Editor window, please open the Security key with below path:
HKEY_CURRENT_USER\Software\Microsoft\Office\16.0\Outlook\Security
Note: Above path works for Outlook 2016. Please change the 16.0 in above path to 15.0 for Outlook 2013, or change to 14.0 for Outlook 2010.

4. Right click the Security key, and select New > String Value from the context menu. See screenshot:

5. Name the new string value as Level1Add.

6. Right click the new Level1Add string value, and select Modify from the context menu. See screenshot:

7. In the popping out Edit String dialog box, please type the specified file extension into the Value data box, and click the OK button. See screenshot:

Notes:
(1) To block all .zip attachments, please type .zip into the Value data box in Edit String dialog box;
(2) If you need to block multiple types of attachments simultaneously, please separate these file extensions with a semicolon, such as .zip; .jpg.

8. Please restart Microsoft Outlook.

And now you will see all .zip attachments are blocked automatically as below screenshot shown.

Prevent Outlook from blocking attachments

Delete blocked attachments from emails in Outlook