The pro-inflammatory immune response driven by microglia is a key contributor to the pathogenesis of several neurodegenerative diseases. Though the research of microglia spans over a century, the last two decades have increased our understanding exponentially. Here, we discuss the phenotypic transformation from homeostatic microglia towards reactive microglia, initiated by specific ligand binding to pattern recognition receptors including toll-like receptor-4 (TLR4) or triggering receptors expressed on myeloid cells-2 (TREM2), as well as pro-inflammatory signaling pathways triggered such as the caspase-mediated immune response. Additionally, new research disciplines such as epigenetics and immunometabolism have provided us with a more holistic view of how changes in DNA methylation, microRNAs, and the metabolome may influence the pro-inflammatory response. This review aimed to discuss our current knowledge of pro-inflammatory microglia from different angles, including recent research highlights such as the role of exosomes in spreading neuroinflammation and emerging techniques in microglia research including positron emission tomography (PET) scanning and the use of human microglia generated from induced pluripotent stem cells (iPSCs). Finally, we also discuss current thoughts on the impact of pro-inflammatory microglia in neurodegenerative diseases.