There are over 15 disease-modifying drugs that have been approved over the last 20 years for the treatment of relapsing-remitting multiple sclerosis (MS), but there are limited treatment options available for progressive MS. The development of new drugs for the treatment of progressive MS remains challenging as the pathophysiology of progressive MS is poorly understood.The progressive phase of MS is dominated by neurodegeneration and a heightened innate immune response with trapped immune cells behind a closed blood-brain barrier in the central nervous system. Here we review microglia and border-associated macrophages, which include perivascular, meningeal, and choroid plexus macrophages, during the progressive phase of MS. These cells are vital and are largely the basis to define lesion types in MS. We will review the evidence that reactive microglia and macrophages upregulate pro-inflammatory genes and downregulate homeostatic genes, that may promote neurodegeneration in progressive MS. We will also review the factors that regulate microglia and macrophage function during progressive MS, as well as potential toxic functions of these cells. Disease-modifying drugs that solely target microglia and macrophage in progressive MS are lacking. The recent treatment successes for progressive MS include include B-cell depletion therapies and sphingosine-1-phosphate receptor modulators. We will describe several therapies being evaluated as a potential treatment option for progressive MS, such as immunomodulatory therapies that can target myeloid cells or as a potential neuroprotective agent.