Seems fine.

Integrate[
 Exp[-(x + x/(LPxa + La) - s/a)]*Px/(LP*x + L), {x, 0, Infinity}]

(* Out[352]= ConditionalExpression[(1/LP)
 E^((L (1 + La + LPxa))/(LP (La + LPxa)) + s/a)
   Px (Gamma[0, (L (1 + La + LPxa))/(LP (La + LPxa))] + Log[LP/L] - 
    Log[(1 + La + LPxa)/(La + LPxa)] + 
    Log[(L (1 + La + LPxa))/(LP (La + LPxa))]), 
 Re[(1 + La + LPxa)/(La + LPxa)] > 
   0 && ((Re[L/LP] >= 0 && L != 0 && LP != 0) || 
    L/LP \[NotElement] Reals)] *)

I will remark that, if you had intended e.g. LPxa to be a product such as L*P*x*a, then the input needs to be changed to get the syntax correct. Also if you explicitly typed in "In[1]:=...`, that might account for such an error message. Otherwise I cannot say what went wrong there.