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. The gene discussed is BDNF; the disease is major depressive disorder.