Cocaine, one of the most abused drugs worldwide, is capable of activating microglia in vitro and in vivo. Several neuroimmune pathways have been suggested to play roles in cocaine-mediated microglial activation. Previous work showed that cocaine activates microglia in a region-specific manner in the brains of self-administered mice. To further characterize the effects of cocaine on microglia and neuroimmune signaling in vivo, we utilized the brains from both sexes of outbred rats with cocaine self-administration to explore the activation status of microglia, NOD-, LRR-, and pyrin domain-containing protein 3 (NLRP3) inflammasome activity, corticotropin-releasing factor (CRF) signaling, and NF-κB levels in the striatum and hippocampus (HP). Age-matched rats of the same sex (drug naïve) served as controls. Our results showed that cocaine increased neuroinflammation in the striatum and HP of both sexes with a relatively higher increases in male brains. In the striatum, cocaine upregulated NLRP3 inflammasome activity and CRF levels in males but not in females. In contrast, cocaine increased NLRP3 inflammasome activity in the HP of females but not in males, and no effects on CRF signaling were observed in this region of either sex. Interestingly, cocaine increased NF-κB levels in the striatum and HP with no sex difference. Taken together, our results provide evidence that cocaine can exert region- and sex-specific differences in neuroimmune signaling in the brain. Targeting neuroimmune signaling has been suggested as possible treatment for cocaine use disorders (CUDs). Our current results indicate that sex should be taken into consideration when determining the efficacy of these new therapeutic approaches.