Office 365 Backup has the ability of backing up Microsoft Teams Chats (Users and Groups). You can find a full list of what is included in backup here:

Channel Messages
Channel Attachments
Private Channels (at least 1 member needs to be backed up)
Private Channel Attachments
1:1 Chats
1:1 Chat Attachments
Public Channel files
Private Channel files
Code snippets
Apps (Wiki Pages, Tasks, Meetings, Approvals)

Manual backups

It's important to note that when triggering a manual backup from the context menu by click [Take Backup], all chats for the entire tenant are backed up seeing that chats are stored at a tenant-level rather than at a user-level by Microsoft.

Licensing

Teams Chats backup is supported only with a '365 Total Backup Subscription' plan.

Limitations

• Due to Microsoft API limitations, ’code snippets’ might not be backed up
  
  
• Files sent over chats will be backed up, however if the file is later modified outside of MS Teams, these files will be backed up and should be restored from OneDrive/SharePoint backup.
  
  

• The list of chat participants will only be updated in the backup if new messages have been detected in the chat since the addition of that new user. 
  
  

• Only Display name can be backed up for Tags used within Group Teams channels
  
  

• All chat messages that form part of an ongoing Teams conversation will be included in a user's backup, including messages posted before the user was added to the conversation, regardless of the share options selected while adding the user
  
  

• Files shared by an external user are not backed up
  
  

• Reactions on messages are not backed up and restored
  
  

• Saved message flags are not backed up or restored
  
  
  
  

For more information on features supported for backup you can visit this article.