Microsoft has ended support of the Windows Malicious Software Removal Tool ("MRT") for Windows XP systems. The final version for XP was August 2016.
Do you have a link to where you saw this?
Go here
https://www.microsoft.com/en-gb/download/malicious-software-removal-tool-details.aspx
If you use XP it will say not supported in red on page.
If using a later OS look at the system requirements link on that page.
Win xp here.
I clicked on the blue link "Change Systems" and it went to a page with the same URL, but it then showed xp as supported in the "System Requirements" section.
It offered to download Windows-KB890830-V5.39.exe, but Windows-KB890830-V5.39.exe will not download. The file that will download is Windows-KB890830-V5.40.exe and it will not run on xp here.
Had a bad moment there, thought the mind had finally gone. So I backtracked and cobbled together this picture.
Doesn't really matter, Hazelnut said it all more concisely, but it's nice to know I am not yet round the bend.
That's the page I tried to get it from also from login123's screenshot.
I had thought they were going to keep issuing it for XP until 2018, I think I read that somewhere.