Neuron–microglia interactions have a crucial role in maintaining the neuroimmune system. The balance of neuroimmune system has emerged as an important process in the pathophysiology of depression. However, how neuron–microglia interactions contribute to major depressive disorders has been poorly understood. Herein, we demonstrated that microglia-derived synaptic changes induced antidepressive-like behavior by using microglia-specific STAT3 knockout (KO) mice. We found that microglia-specific STAT3 KO mice showed antidepressive-like behavior in the forced swim, tail suspension, sucrose preference, and open-field tests. Surprisingly, the secretion of M-CSF was increased from neuronal cells in the brains of STAT3 KO mice. Moreover, the phosphorylation of antidepressant-targeting mediators and brain-derived neurotrophic factor expression were increased in the brains of STAT3 KO mice as well as in neuronal cells in response to M-CSF stimulation. Importantly, the miniature excitatory postsynaptic current frequency in the medial prefrontal cortex was increased in STAT3 KO mice and in the M-CSF treatment group. Collectively, microglial STAT3 regulates depression-related behaviors via neuronal M-CSF-mediated synaptic activity, suggesting that inhibition of microglial STAT3 might be a new therapeutic strategy for depression.