Avalonia/samples/ControlCatalog/App.xaml

<Application xmlns="https://github.com/avaloniaui"
             xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
             xmlns:vm="using:ControlCatalog.ViewModels"
             x:DataType="vm:ApplicationViewModel"
             x:CompileBindings="True"
             x:Class="ControlCatalog.App">

  <TrayIcon.TrayIcons>
    <TrayIcons>
      <TrayIcon Icon="/Assets/test_icon.ico" ToolTipText="Avalonia Tray Icon ToolTip">
        <NativeMenu.Menu>
          <NativeMenu>
            <NativeMenuItem Header="Exit" Command="{Binding ExitCommand}" />
          </NativeMenu>
        </NativeMenu.Menu>
      </TrayIcon>
    </TrayIcons>
  </TrayIcon.TrayIcons>
</Application>