Microglia are the resident macrophages of the brain. Over the past decade, our understanding of the function of these cells has significantly improved. Microglia do not only play important roles in the healthy brain but are involved in almost every brain pathology. Gene expression profiling allowed to distinguish microglia from other macrophages and revealed that the full microglia signature can only be observed in vivo. Thus, animal models are irreplaceable to understand the function of these cells. One of the popular models to study microglia is the zebrafish larva. Due to their optical transparency and genetic accessibility, zebrafish larvae have been employed to understand a variety of microglia functions in the living brain. Here, we performed RNA sequencing of larval zebrafish microglia at different developmental time points: 3, 5, and 7 days post fertilization (dpf). Our analysis reveals that larval zebrafish microglia rapidly acquire the core microglia signature and many typical microglia genes are expressed from 3 dpf onwards. The majority of changes in gene expression happened between 3 and 5 dpf, suggesting that differentiation mainly takes place during these days. Furthermore, we compared the larval microglia transcriptome to published data sets of adult zebrafish microglia, mouse microglia, and human microglia. Larval microglia shared a significant number of expressed genes with their adult counterparts in zebrafish as well as with mouse and human microglia. In conclusion, our results show that larval zebrafish microglia mature rapidly and express the core microglia gene signature that seems to be conserved across species.