Many people want the option to automatically add addresses they reply to, to the contacts folder.
We don't generally recommend doing this because it can fill your Contacts folder with a lot of useless addresses you'll never use again.
You are responsible for making sure that the addresses you add automatically are kept up to date.
I personally think that adding addresses automatically is a bad idea, unless you're very restrictive with the rules that trigger the addition. You can always add any address by right-clicking on it and choosing Add to Outlook Contacts.
Microsoft Outlook 2010 adds addresses you reply to, to the autocomplete list and if a contact does not already exist, it creates a contact in the Suggested Contacts folder used specifically for contacts it automatically creates. Because the folder is separate from your default contacts folder, it avoids many of the problems associated with saving all addresses you send mail to. The Suggested Contacts feature was removed from Outlook 2013 and up, as many people found it confusing and few people wanted the extra folder cluttering their list. If you are using Outlook 2010, Suggested Contacts can be disabled in File, Options, Contacts but the folder cannot be deleted until you upgrade to a newer version.
When using Outlook, addresses you reply to are added to your autocomplete cache. This list is not permanent and addresses you want to keep should be added to your Contacts folder, either manually with a right click on the address or using one of the automated tools below.
Outlook offers a feature in Junk email options (Tools, Options, Junk email options button) that adds people you reply to to your Safe senders list. This does not add them to your contacts but will allow all future messages from the address to bypass the junk mail filter.
Outlook on the Web (OWA)
Although Exchange server's Outlook on the Web (OWA) is not Outlook (it's a cleverly designed web application that resembles Outlook), we're including it here because we do get asked how to automatically add addresses to the Contacts folder when using it.
The answer is "You can't". To add the feature, an administrator would need to install a server-side application and as of this time, we are not aware of any software available that is capable of doing this.
At this time, users will need to add the contact to Outlook on the Web using methods supported by their version of Microsoft Exchange.
Outlook 2003, 2007
Outlook 2007 and older does not include any built-in function to add addresses automatically. You can use code like that posted at To automatically add recipients to Contacts in Outlook using VBA.