DNS check failed on pingdom.com: No address found for mail.example.com

Symptoms

• Domain example.com is hosted on Plesk server.

• While checking the domain using the tool dnscheck.pingdom.com , the following information is shown:

  PLESK_INFO: SOA
  No address found for mail.example.com
  Delivery over IPv4 to info@example.com could not be done.
  Failed to deliver email for SOA RNAME of example.com (info.example.com) using info@example.com.

• mail.example.com does not get resolved to an IP address:

  # dig +short mail.example.com
  #

Cause

A record is missing for mail.example.com.

Resolution

Go to Domains > example.com > DNS Settings and add A record with domain name mail.example.com and domain's IP address as value: