Stress-induced disturbances of brain homeostasis and neuroinflammation have been implicated in the pathophysiology of mood disorders. In major depressive disorder (MDD), elevated levels of proinflammatory cytokines and chemokines can be found in peripheral blood, but very little is known about the changes that occur directly in the brain. Microglia are the primary immune effector cells of the central nervous system and exquisitely sensitive to changes in the brain microenvironment. Here, we performed the first single-cell analysis of microglia from four different post-mortem brain regions (frontal lobe, temporal lobe, thalamus, and subventricular zone) of medicated individuals with MDD compared to controls. We found no evidence for the induction of inflammation-associated molecules, such as CD11b, CD45, CCL2, IL-1β, IL-6, TNF, MIP-1β (CCL4), IL-10, and even decreased expression of HLA-DR and CD68 in microglia from MDD cases. In contrast, we detected increased levels of the homeostatic proteins P2Y12 receptor, TMEM119 and CCR5 (CD195) in microglia from all brain regions of individuals with MDD. We also identified enrichment of non-inflammatory CD206hi macrophages in the brains of MDD cases. In sum, our results suggest enhanced homeostatic functions of microglia in MDD.