A role for microglia in neuropsychiatric diseases, including major depressive disorder (MDD), has been postulated. Regulation of microglial phenotype by immune receptors has become a central topic in many neurological conditions. We explored preclinical and clinical evidence for the role of the CD300f immune receptor in the fine regulation of microglial phenotype and its contribution to MDD. We found that a prevalent nonsynonymous single-nucleotide polymorphism (C/T, rs2034310) of the human CD300f receptor cytoplasmic tail inhibits the protein kinase C phosphorylation of a threonine and is associated with protection against MDD, mainly in women. Interestingly, CD300f ^−/− mice displayed several characteristic MDD traits such as augmented microglial numbers, increased interleukin 6 and interleukin 1 receptor antagonist messenger RNA, alterations in synaptic strength, and noradrenaline-dependent and persistent depressive-like and anhedonic behaviors in females. This behavioral phenotype could be potentiated inducing the lipopolysaccharide depression model. RNA sequencing and biochemical studies revealed an association with impaired microglial metabolic fitness. In conclusion, we report a clear association that links the function of the CD300f immune receptor with MDD in humans, depressive-like and anhedonic behaviors in female mice, and altered microglial metabolic reprogramming.