>Does it appear also when you permanently delete the message?
>
>I have the same problem, but it appears with senders marked as Junk Mail senders. When only junk mail arrives, it is moved to Deleted Items folder and Outlook display Icon despite Inbox is empty. However, you can click on Deleted Items folder and see all new messages. After the're marked as read, icon disappears.
>
>I wonder if icon appear when messages are deleted permanently instead of moving into Deleted Items folder.

In the case, the rule deletest it permanently.

The icon will only dissappear as soon as I move the mouse over the Inbox.