Macrophages are major cell types of the immune system, and they comprise both tissue-resident populations and circulating monocyte-derived subsets. Here, we discuss microglia, the resident macrophage within the central nervous system (CNS), and CNS-infiltrating macrophages. Under steady state, microglia play important roles in the regulation of CNS homeostasis through the removal of damaged or unnecessary neurons and synapses. In the face of inflammatory or pathological insults, microglia and CNS-infiltrating macrophages not only constitute the first line of defense against pathogens by regulating components of innate immunity, but they also regulate the adaptive arms of immune responses. Dysregulation of these responses contributes to many CNS disorders. In this overview, we summarize the current knowledge regarding the highly diverse and complex function of microglia and macrophages during CNS autoimmunity - multiple sclerosis and cancer - malignant glioma. We emphasize how the crosstalk between natural killer (NK) cells or glioma cells or glioma stem cells and CNS macrophages impacts on the pathological processes. Given the essential role of CNS microglia and macrophages in the regulation of all types of CNS disorders, agents targeting these subsets are currently applied in preclinical and clinical trials. We believe that a better understanding of the biology of these macrophage subsets offers new exciting paths for therapeutic intervention.