Microglia cells are the immune cells of the central nervous system and consequently play important roles in brain infections and inflammation. Recent in vivo imaging studies have revealed that in the resting healthy brain, microglia are highly dynamic, moving constantly to actively survey the brain parenchyma. These active microglia can rapidly respond to pathological insults, becoming activated to induce a range of effects that may contribute to both pathogenesis, or to confer neuronal protection. However, interactions between microglia and neurons are being recognized as important in shaping neural circuit activity under more normal, physiological conditions. During development and neurogenesis, microglia interactions with neurons help to shape the final patterns of neural circuits important for behavior and with implications for diseases. In the mature brain, microglia can respond to changes in sensory activity and can influence neuronal activity acutely and over the long term. Microglia seem to be particularly involved in monitoring the integrity of synaptic function. In this review, we discuss some of these new insights into the involvement of microglia in neural circuits.