Selectively enable Azure Multi-factor authentication for SaaS application in Azure AD

Hi,

Is it possible to selectively enable MFA for SaaS applications that are integrated with Azure AD but not Office 365? Let's say that I have a SaaS application that needs to be protected with MFA. If I enable the users for MFA will they automatically be required for 2nd factor authentication for Office 365 services as well?

Regards,
Dinko