OnMouseDown work through UI elements

Hi, You can make a new script to check is the player hovering the UI Elements

For example (C#):

MyUIHoverListener.cs

Assume that the script is put into the Canvas game object

 using UnityEngine;
 using UnityEngine.EventSystems;
 using System.Collections;
 
 public class MyUIHoverListener : MonoBehaviour
 {
     public bool isUIOverride { get; private set; }
 
     void Update()
     {
         // It will turn true if hovering any UI Elements
         isUIOverride = EventSystem.current.IsPointerOverGameObject ();
     }
 }

MyGameObjectOnClick.cs

This script is attach to your game object it will behind the UI Elements

 using UnityEngine;
 using UnityEngine.UI;
 using System.Collections;
 
 public class MyGameObjectOnClick : MonoBehaviour
 {
     private MyUIHoverListener uiListener;
 
     void Start()
     {
         uiListener = GameObject.Find ("Canvas").GetComponent<MyUIHoverListener> ();
     }
 
     void OnMouseDown ()
     {
         if (uiListener.isUIOverride)
         {
             Debug.Log ("Cancelled OnMouseDown! A UI element has override this object!");
         }
         else
         {
             Debug.Log ("Object OnMouseDown");
         }
     }
 }

Hope this can help you =)