Depression symptoms following immune response to a challenge have been reported after the recovery from sickness. A RNA-Seq study of the dysregulation of the microglia transcriptome in a model of inflammation-associated depressive behavior was undertaken. The transcriptome of microglia from mice at day 7 after Bacille Calmette Guérin (BCG) challenge was compared to that from unchallenged Control mice and to the transcriptome from peripheral macrophages from the same mice. Among the 562 and 3,851 genes differentially expressed between BCG-challenged and Control mice in microglia and macrophages respectively, 353 genes overlapped between these cells types. Among the most differentially expressed genes in the microglia, serum amyloid A3 (Saa3) and cell adhesion molecule 3 (Cadm3) were over-expressed and coiled-coil domain containing 162 (Ccdc162) and titin-cap (Tcap) were under-expressed in BCG-challenged relative to Control. Many of the differentially expressed genes between BCG-challenged and Control mice were associated with neurological disorders encompassing depression symptoms. Across cell types, S100 calcium binding protein A9 (S100A9), interleukin 1 beta (Il1b) and kynurenine 3-monooxygenase (Kmo) were differentially expressed between challenged and control mice. Immune response, chemotaxis, and chemokine activity were among the functional categories enriched by the differentially expressed genes. Functional categories enriched among the 9,117 genes differentially expressed between cell types included leukocyte regulation and activation, chemokine and cytokine activities, MAP kinase activity, and apoptosis. More than 200 genes exhibited alternative splicing events between cell types including WNK lysine deficient protein kinase 1 (Wnk1) and microtubule-actin crosslinking factor 1(Macf1). Network visualization revealed the capability of microglia to exhibit transcriptome dysregulation in response to immune challenge still after resolution of sickness symptoms, albeit lower than that observed in macrophages. The persistent transcriptome dysregulation in the microglia shared patterns with neurological disorders indicating that the associated persistent depressive symptoms share a common transcriptome basis.