Perivascular, meningeal and choroid plexus macrophages are non-parenchymal macrophages that mediate immune responses at brain boundaries. Although the origin of parenchymal microglia has recently been elucidated, much less is known about the precursors, the underlying transcriptional program and the dynamics of the other macrophages in the central nervous system (CNS). It has been assumed that they have a high turnover with blood-borne monocytes. However, large scale single-cell RNA-sequencing reveals a striking molecular overlap between perivascular macrophages and microglia but not monocytes. Using several fate mapping approaches and parabiosis we demonstrate that CNS macrophages arise from yolk sac precursors during embryonic development and remain a stable population. Notably, the generation of CNS macrophages relies on the transcription factor Pu.1 whereas myb, Batf3 and Nr4a1 are not required. Upon autoimmune inflammation, macrophages undergo extensive self-renewal by local proliferation. Our data provide challenging new insights into brains innate immune system.