Apk files from other web sites contain malware?

Many sites offer links of apps and games (some appeared on Google Play but some didn’t yet)
Is downloading the APK files from the other websites malicious to our devices?
Whenere I try to download from this sites, my device warn that they’re harmful, that irritates me alot.
Plz help me/

Is downloading the APK files from the other websites malicious to our devices?
Impossible to answer without more info

What does the message say … blocked URL or blocked/detected malware file?

Post screenshot of popup message or write down all info and post here

Actually I want to download some interesting games but they’ve not been avaiable in my Google Play Store. Some ppl said i should download from the other third party but I wonder if it’s safe or not.

Some ppl said i should download from the other third party but I wonder if it's safe or not.
Impossible to answer without knowing where, but risk is higher

Stay away from third party app stores
http://blog.trendmicro.com/stay-away-from-third-party-app-stores/
https://community.norton.com/en/blogs/norton-protection-blog/risks-third-party-app-stores

You can check URLs for blacklisting and files for infections here > www.virustotal.com
If you see it tested before, always click rescan for a fresh result