The peri-menopause or menopausal transition—the time period that surrounds the final years of a woman’s reproductive life—is associated with profound reproductive and hormonal changes in a woman’s body and exponentially increases a woman’s risk of cerebral ischemia and Alzheimer’s disease. Although our understanding of the exact timeline or definition of peri-menopause is limited, it is clear that there are two stages to the peri-menopause. These are the early menopausal transition, where menstrual cycles are mostly regular, with relatively few interruptions, and the late transition, where amenorrhea becomes more prolonged and lasts for at least 60 days, up to the final menstrual period. Emerging evidence is showing that peri-menopause is pro-inflammatory and disrupts estrogen-regulated neurological systems. Estrogen is a master regulator that functions through a network of estrogen receptors subtypes alpha (ER-α) and beta (ER-β). Estrogen receptor-beta has been shown to regulate a key component of the innate immune response known as the inflammasome, and it also is involved in regulation of neuronal mitochondrial function. This review will present an overview of the menopausal transition as an inflammatory event, with associated systemic and central nervous system inflammation, plus regulation of the innate immune response by ER-β-mediated mechanisms.