In all the species examined thus far, the behavior of microglia during development appears to be highly stereotyped. This reproducibility supports the notion that these cells have a physiological role in development. Microglia are macrophages that migrate from the yolk sac and colonize the central nervous system early during development. The first invading yolksac macrophages are highly proliferative and their role has not yet been addressed. At later developmental stages, microglia can be found throughout the brain and tend to preferentially reside at specific locations that are often associated with known developmental processes. Thus, it appears that microglia concentrate in areas of cell death, in proximity of developing blood vessels, in the marginal layer, which contains developing axon fascicles, and in close association with radial glial cells. This review describes the main features of brain colonization by microglia and discusses the possible physiological roles of these cells during development.