Microglia are key players in brain function by maintaining brain homeostasis across lifetime. They participate to brain development and maturation through their ability to release neurotrophic factors, to remove immature synapses or unnecessary neural progenitors. They modulate neuronal activity in healthy adult brains and they also orchestrate the neuroinflammatory response in various pathophysiological contexts such as aging and neurodegenerative diseases. One of the main features of microglia is their high sensitivity to environmental factors, partly via the expression of a wide range of receptors. Recent data pinpoint that dietary fatty acids modulate microglia function. Both the quantity and the type of fatty acid are potent modulators of microglia physiology. The present review aims at dissecting the current knowledge on the direct and indirect mechanisms (focus on gut microbiota and hormones) through which fatty acids influence microglial physiology. We summarize main discoveries from in vitro and in vivo models on fatty acid-mediated microglial modulation. All these studies represent a promising field of research that could promote using nutrition as a novel therapeutic or preventive tool in diseases involving microglia dysfunctions.