Cross-talk between the nervous and immune systems has been well described in the context of adult physiology and disease. Recent advances in our understanding of immune cell ontogeny have revealed a notable interplay between neurons and microglia during the prenatal and postnatal emergence of functional circuits. This Review focuses on the brain, where the early symbiotic relationship between microglia and neuronal cells critically regulates wiring, contributes to sex-specific differences in neural circuits, and relays crucial information from the periphery, including signals derived from the microbiota. These observations underscore the importance of studying neurodevelopment as part of a broader framework that considers nervous system interactions with microglia in a whole-body context.