Sophos UTM 9 Block External IP Address

Well, by default just about everything is blocked so unless they have been given access, they don't have it.  Your question without context is pretty vague so I can really only give a vague answer unless you are experiencing something specific.  If you can be more specific, please include screenshots and logs of what you are having an issue with in UTM.

You should never have a rule that has 'Any' in the 'Allowed Networks'.

There is great information in Bob's rules guide: Rulz - Recommended Reads - UTM Firewall - Sophos Community

If you have an internal client computer accessing a specific IP, you could create a blackhole route.

Hi,

I have a few external IP addresses that can attack our network and want to block them completely. 

Labas Edvinas and welcome to the UTM Community!

As Amodin suggests, look at th Rulz thread - specifically #2.  Any luck with that?

Cheers - Bob