The crucial roles played by microglia and their release of cytokines in the regulation of brain maturation are increasingly being recognized. Adolescence is a unique period characterized by continued brain maturation, especially in the area of the prefrontal cortex. Our previous studies showed that adolescent social stress induced impairment in extradimensional set-shifting (EDS), a core component of cognitive flexibility mediated by the medial prefrontal cortex (mPFC) in adult mice. The present study further determined the role of microglia and the inflammatory cytokine tumor necrosis factor alpha (TNF alpha) in cognitive dysfunction. Accompanied by a deficit in EDS in adulthood, previously stressed mice showed significant reductions in the expression of the microglial molecular biomarker Iba1, cell numbers, and the levels of TNF alpha mRNA and protein in the mPFC. Pharmacological inhibition of TNF alpha signaling by direct injection of a neutralizer into the mPFC also specifically impaired EDS performance. Moreover, the cognitive and immune alterations in previously stressed adult mice were ameliorated by both acute LPS and chronic antidepressant treatment. Together, our data suggest that microglia and TNF alpha play important roles in cognitive flexibility and can provide attractive therapeutic targets for the treatment of cognitive deficits in psychiatric disorders.