Then, we systematically discuss the possible mechanisms of how microglia regulate adult hippocampal neurogenesis in depression according to recent studies, which involve toll-like receptors, microglial polarization, fractalkine-C-X3-C motif chemokine receptor 1, hypothalamic-pituitary-adrenal axis, cytokines, brain-derived neurotrophic factor, and the microbiota-gut-brain axis, etc. In addition, we summarize the promising drugs that could improve the adult hippocampal neurogenesis by regulating the microglia. This evidence concerns the gene CX3CL1 and major depressive disorder.