Epidemiologic studies have provided compelling evidence that prenatal stress, through excessive maternal glucocorticoids exposure, is associated with psychiatric disorders later in life. We have recently reported that anxiety associated with prenatal exposure to dexamethasone (DEX, a synthetic glucocorticoid) correlates with a gender-specific remodeling of microglia in the medial prefrontal cortex (mPFC), a core brain region in anxiety-related disorders. Gender differences in microglia morphology, the higher prevalence of anxiety in women and the negative impact of anxiety in cognition, led us to specifically evaluate cognitive behavior and associated circuits (namely mPFC-dorsal hippocampus, dHIP), as well as microglia morphology in female rats prenatally exposed to dexamethasone (in utero DEX, iuDEX). We report that iuDEX impaired recognition memory and deteriorated neuronal synchronization between mPFC and dHIP. These functional deficits are paralleled by microglia hyper-ramification in the dHIP and decreased ramification in the mPFC, showing a heterogeneous remodeling of microglia morphology, both postnatally and at adulthood in different brain regions, that differently affect mood and cognition. The chronic blockade of adenosine A receptors (A R), which are core regulators of microglia morphology and physiology, ameliorated the cognitive deficits, but not the anxiety-like behavior. Notably, A R blockade rectified both microglia morphology in the dHIP and the lack of mPFC-dHIP synchronization, further heralding their role in cognitive function.