Blood–brain barrier (BBB) impairment is an early prevalent feature of multiple sclerosis (MS), and remains vital for MS progression. Microglial activation precedes BBB disruption and cellular infiltrates in the brain of MS patients. However, little is known about the function of microglia in BBB impairment. Here, microglia acts as an important modulator of BBB integrity in inflammatory demyelination. Microglial depletion profoundly ameliorates BBB impairment in experimental autoimmune encephalomyelitis (EAE). Specifically, miR‐126a‐5p in microglia is positively correlated with BBB integrity in four types of MS plaques. Mechanistically, microglial deletion of miR‐126a‐5p exacerbates BBB leakage and EAE severity. The protective effect of miR‐126a‐5p is mimicked and restored by specific inhibition of MMP9 in microglia. Importantly, Auranofin, an FDA‐approved drug, is identified to protect BBB integrity and mitigate EAE progression via a microglial miR‐126a‐5p dependent mechanism. Taken together, microglia can be manipulated to protect BBB integrity and ameliorate inflammatory demyelination. Targeting microglia to regulate BBB permeability merits consideration in therapeutic interventions in MS.