Microglia, the resident macrophage cells of the central nervous system (CNS), are involved in a myriad of processes required to maintain CNS homeostasis. These cells are dynamic and can adapt their phenotype and functions to the physiological needs of the organism. Microglia rapidly respond to changes occurring in their microenvironment, such as the ones taking place during stress. While stress can be beneficial for the organism to adapt to a situation, it can become highly detrimental when it turns chronic. Microglial response to prolonged stress may lead to an alteration of their beneficial physiological functions, becoming either maladaptive or pro-inflammatory. In this review, we aim to summarize the effects of chronic stress exerted on microglia through the neuroendocrine system and inflammation at adulthood. We also discuss how these effects of chronic stress could contribute to microglial involvement in neuropsychiatric and sleep disorders, as well as neurodegenerative diseases.