In contrast to peripheral macrophages, microglia in the central nervous system (CNS) exhibit a specific deactivated phenotype; however, it is not clear how this phenotype is maintained. Two alternative hypotheses were postulated recently: (a) microglia differ from peripheral macrophages being derived from the yolk sac (YS), whereas peripheral macrophages originate from bone marrow (BM); (b) microglia acquire a specific phenotype under the influence of the CNS microenvironment. We have previously shown that microglia express miR-124, which was also induced in BM-derived macrophages co-cultured with a neurons. We here investigated the possibility of horizontal transfer of the neuron-specific microRNAs miR-124 and miR-9 from primary neurons to microglia/macrophages. We found that after incubation with neuronal conditioned media (NCM), macrophages downregulated activation markers MHC class II and CD45. Neither cultured adult microglia nor YS- and BM-derived macrophages demonstrated intrinsic levels of miR-124 expression. However, after incubation with NCM, miR-124 was induced in both YS- and BM-derived macrophages. Biochemical analysis demonstrated that the NCM contained miR-124 and miR-9 in complex with small proteins, large high-density lipoproteins (HDLs), and exosomes. MiR-124 and miR-9 were promptly released from neurons, and this process was inhibited by tetrodotoxin, indicating an important role of neuronal electric activity in secretion of these microRNAs. Incubation of macrophages with exogenous miR-124 resulted in efficient translocation of miR-124 into the cytoplasm. This study demonstrates an important role of neuronal miRNAs in communication of neurons with microglia, which favors the hypothesis that microglia acquire a specific phenotype under the influence of the CNS microenvironment.