However you can still check the IP address of the mail server that sent the mail. Some things to look at:

1. Check PTR for IP and verify that the A or AAAA record for that name points back to the same IP.

2. Compare with IP address of server that sent previous mail to you.

3. Check SPF records for the domain.

4. Check MX records for the domain. Keep in mind that they might be using different servers for sending than for receiving though and that MX is for receiving.