Chronic stress is a major risk factor for Major Depressive Disorder (MDD), and it has been shown to impact the immune system and cause microglia activation in the medial prefrontal cortex (mPFC) involved in the pathogenesis of depression. The aim of this study is to further investigate cellular and molecular mechanisms underlying persistent depression behavior in sex specific manner, which is observed clinically. Here, we report that both male and female mice exhibited depression-like behavior following exposure to chronic stress. However, only female mice showed persistent depression-like behavior, which was associated with microglia activation in mPFC, characterized by distinctive alterations in the phenotype of microglia. Given these findings, to further investigate the underlying molecular mechanisms associated with persistent depression-like behavior and microglia activation in female mice, we used translating-ribosome affinity purification (TRAP). We find that Toll like receptor 4 (TLR4) signaling is casually related to persistent depression-like behavior in female mice. This is supported by the evidence that the fact that genetic ablation of TLR4 expression in microglia significantly reduced the persistent depression-like behavior to baseline levels in female mice. This study tentatively supports the hypothesis that the TLR4 signaling in microglia may be responsible for the sex differences in persistent depression-like behavior in female.