Mshta.exe is a utility that executes Microsoft HTML Applications (HTA). HTA files have the file extension
.hta.  HTAs are standalone applications that execute using the same models and technologies of Internet Explorer, but outside of the browser. 
Files may be executed by mshta.exe through an inline script:
They may also be executed directly from URLs:
Mshta.exe can be used to bypass application whitelisting solutions that do not account for its potential use. Since mshta.exe executes outside of the Internet Explorer's security context, it also bypasses browser security settings. 
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Mshta.exe may not be necessary within a given environment since its functionality is tied to older versions of Internet Explorer that have reached end of life.
Use application whitelisting configured to block execution of mshta.exe if it is not required for a given system or network to prevent potential misuse by adversaries.
Use process monitoring to monitor the execution and arguments of mshta.exe. Look for mshta.exe executing raw or obfuscated script within the command-line. Compare recent invocations of mshta.exe with prior history of known good arguments and executed binaries to determine anomalous and potentially adversarial activity. Command arguments used before and after the mshta.exe invocation may also be useful in determining the origin and purpose of the binary being executed.
Monitor use of HTA files. If they are not typically used within an environment then execution of them may be suspicious.
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