After Effects does support Mxf files, I use Sony cams and that's all they produce. What version of After Effects are you using?
I just did a quick check using AE 2017 and it at least will load and display.
However Mxf is a container format, so you need to determine the format of the essence. A quick way to do that is to use Premiere Pro to look at the properties on that clip. Alternatively use G-Spot or similar to have a look.
For example I just looked at the properties on an Mxf clip:
File Path: K:\AlisonPod2\Media\XDROOT\Clip\726_0107.MXF
File Size: 371.25 MB
Image Size: 1920 x 1080
Frame Rate: 25.00
Source Audio Format: 48000 Hz - 24 bit - 8 channels
Project Audio Format: 48000 Hz - 32 bit floating point - 8 channels
Total Duration: 00:00:25:02
Pixel Aspect Ratio: 1.0
MXF File details:
Wrapper type: MXF OP1a (type: SingleItem SinglePackage MultiTrack Stream Internal)
File generated by: Sony, Mem (2.00)
Sony bitstream format
VR Projection: None
Depending on what you find you may need to transcode to a format that is does support.