MDF wood is Medium Density fiberboard. There is also light and high density fiberboards. None of them should be used outdoors. They aren’t marketed well to distinguish where and where they should not be used. Home Depot seels these boards mixed in with the FJ (Finger Joint) trim. These boards are very expensive at Home Depot, so if you see them don’t be fooled and think that just because they are expensive that that means it is ok to use the boards outdoors.
Boards like this are basically like a compressed synthetic sponge. As soon as they get wet, the expand and inflate like a sponge. I do not like using this fake wood at all, but do not use them outdoors.
In this video you can see how weak and cheap the wood is that when I pinch it, it just falls apart.