Cognitive impairment in individuals infected with HIV is highly prevalent despite life-long antiretroviral therapy. A growing line of evidence suggests that the human brain serves as a sanctuary for HIV persistence. Microglia, the innate immune cells of the brain parenchyma, may serve as a reservoir for HIV and drive the pathogenesis of HIV-associated neurocognitive disorders. Here, we highlight recent advances in understanding microglia diversity in HIV regarding their epigenome, transcriptome, and function.