I'm surprised this isn't voted higher. Photoshop has the ability to apply styles to mask layers, and I do it all the time, so the absence of this feature in XD is felt and the workaround is labor intensive.

I fixed this by adding another element with border behind. The Mask element i in front has to be smaller with 2px widht and height. In this way i could use the effects of the shape behind.

This is a quick reference for the following request:

Defined border/stroke (or shadow) around the edge of a mask
https://adobexd.uservoice.com/forums/353007-adobe-xd-feature-requests/suggestions/13880799-defined-border-stroke-or-shadow-around-the-edge

I would like to say that I too am sorely missing this feature!

Have to give all of the style (shadow, stroke, etc) to a shape before clipping another shape or image into it. After clipping no styles are allowed to add. And the shape become transparent and the object inside the mask is not resizable or can't move its position

Good observation. Currently, XD does not support shadow styles on a masked object. However, I'll file a bug w/ the team to investigate adding it.

Thanks @bchin while that kinda works it's not actually adding a drop shadow to the image; the shadow and any border radius are still on the rectangle underneath the image so if i make an update I have to update twice.

One thing you could try is to first select the rectangle and Edit > Duplicate. Then, shift-select the image and Object > Mask with Shape. That should result in a cropped image with a drop shadow.

Version: 0.5.16.16 Beta
If I create a rectangle shape and give it a shadow then paste an image and group the two using Object -> Mask with Shape I loose my border and shadow properties. When I double click to view the group and select the original rectangle the properties are still there just not shown. I would assume they would carry over after I create the mask. Once I have a mask created I also don't see a way to add the shadow back using the properties panel on the right, it only allows me to change the opacity.

Now there is another way I can do this and that is dragging an image right onto the rectangle but if the image is larger or wider than the rectangle I don't have any control of how it crops the photo which is why I prefer the first method.

Note: if you mask an image by dragging an image file onto a shape, then you are able to set a border. But the tradeoff is that you can't (yet) double-click into it to manually reposition the image -- the image is always auto-centered within the mask shape.