The central nervous system (CNS) has previously been regarded as an immune-privileged site with the absence of immune cell responses but this dogma was not entirely true. Microglia are the brain innate immune cells and recent findings indicate that they participate both in CNS disease and infection as well as facilitate normal CNS function. Microglia are highly plastic and play integral roles in sculpting the structure of the CNS, refining neuronal circuitry and connectivity, and contribute actively to neuronal plasticity in the healthy brain. Interestingly, psychological stress can perturb the function of microglia in association with an impaired neuronal plasticity and the development of emotional behavior alterations. As a result it seemed important to describe in this review some findings indicating that the stress-induced microglia dysfunction may underlie neuroplasticity deficits associated to many mood disorders.