There is only one file type that uses the .MSI extension:
Windows Installer Package
An MSI file is a Windows package that contains installation information for a particular installer, including files to be installed and installation locations. It may be used for Windows updates or third-party software installers.
MSI files are similar to .EXE files, in that both are used to install and launch Windows programs. However, EXE files do not always contain installers and may simply launch the program they contain when double-clicked. MSI files, on the other hand, always contain installers.
Windows uses the Windows Installer program to open MSI files. This program was previously named the Microsoft Installer, which is what gave MSI files their name.
NOTE: In Windows Vista, .MSU files are used to install system updates and hotfixes.
In Windows, you can open an MSI file by double-clicking it. Doing so will allow you to install the Windows updates or program your MSI file contains.
Because MSI files are compressed archives, you can also decompress them to examine the files they contain. For example, you can use 7-Zip to decompress an MSI file and examine its contents.
MSI files are typically legitimate, but they can also be used to distribute and execute malware attacks. To protect against malware attacks, do not double-click an MSI file you have downloaded or received via email unless you trust the file's source.
Updated: December 6, 2020