Increased intake of highly processed, energy-dense foods combined with a sedentary lifestyle are helping fuel the current overweight and obesity crisis, which is more prevalent in women than in men. Although peripheral organs such as adipose tissue contribute to the physiological development of obesity, emerging work aims to understand the role of the central nervous system to whole body energy homeostasis and development of weight gain and obesity. The present review discusses the impact of insulin, insulin resistance, free fatty acids, and inflammation on brain function and how these differ between the males and females in the context of obesity. We highlight the potential of microglia, the resident immune cells in the brain, as mediators of neuronal insulin resistance that drive reduced satiety, increased food intake and thus, obesity.