Findings from epidemiological studies, biomarker measurements and animal experiments suggest a role for aberrant immune processes in the pathogenesis of major depressive disorder (MDD). Microglia, the resident immune cells of the brain, are likely to play a key role in these processes. Previous post-mortem studies reported conflicting findings regarding microglial activation and an in-depth profiling of those cells in MDD is lacking. The aim of this study was therefore to characterize the phenotype and function of microglia in MDD. We isolated microglia from post-mortem brain tissue of patients with MDD (n = 13–19) and control donors (n = 12–25). Using flow cytometry and quantitative Polymerase Chain Reaction (qPCR), we measured protein and mRNA levels of a panel of microglial markers across four different brain regions (medial frontal gyrus, superior temporal gyrus, thalamus, and subventricular zone). In MDD cases, we found a significant upregulation of CX3CR1 and TMEM119 mRNA expression and a downregulation of CD163 mRNA expression and CD14 protein expression across the four brain regions. Expression levels of microglial activation markers, such as HLA-DRA, IL6, and IL1β, as well as the inflammatory responses to lipopolysaccharide and dexamethasone were unchanged. Our findings suggest that microglia enhance homeostatic functions in MDD but are not immune activated.