An MLX file contains a script created by The MathWorks MATLAB, an application used for mathematical computations. It stores a script in the Live Script file format, which includes MATLAB code, embedded output, equations, images, and formatted text. MLX files allow users to create interactive documents by combining commands and their output with graphics and formatted text.

MLX files are similar to .M files but have several differences. MLX files are stored in Live Script format instead of plain text. MLX files are displayed with code in the Live Editor and you can add and view the formatted text in the Live Editor. M files are displayed in the command window and must be published to view. Also, MLX files are interoperable across different locales, whereas characters in M files are not compatible across all locales. You can save an MLX file as an M file by selecting File → Save → Save As... in the "Live Editor" tab. Then, select "MATLAB Code files (*.m)" as the "Save as type".