On the campaign settings page, find the Blocked sites and ad exchanges section under the advanced settings, and enter the site domains, mobile app IDs, or names of ad exchanges that you want to block from serving your ads (combined maximum of 1000).
On the Statistics page in the “By site” report, choose sites in the list and block them in the Action list.
If you add a particular site to the list of those that are blocked, then ads in that campaign won't be served on either content pages of that site or in search results. If you block impressions for a particular ad exchange, campaign ads won't be served on any of the sites in this ad exchange. However, if a site from a blocked ad exchange is in the YAN or another ad exchange and you did not set an individual block for this site, then impressions will continue on this site.
You cannot opt out of your ads being served on Yandex search and Mail.ru
You can see what sites your ads are being served on using the Report Wizard. The Ad exchanges section shows the name of the exchange where an ad was served. If the impression did not occur on an ad exchange, Yandex and YAN is shown.
Excluding sites and ad networks may negatively affect the performance of your ad campaign and cause you to lose some of your potential audience.