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P2X receptors are a family of seven ATP-gated ion channels that trigger physiological and pathophysiological responses in a variety of cells. Five of the family members are sensitive to low concentrations of extracellular ATP, while the P2X6 receptor has an unknown affinity. The last subtype, the P2X7 receptor, is unique in requiring millimolar concentrations to fully activate in humans. This low sensitivity imparts the agonist with the ability to act as a damage-associated molecular pattern that triggers the innate immune response in response to the elevated levels of extracellular ATP that accompany inflammation and tissue damage. In this review, we focus on microglia because they are the primary immune cells of the central nervous system, and they activate in response to ATP or its synthetic analog, BzATP. We start by introducing purinergic receptors and then briefly consider the roles that microglia play in neurodevelopment and disease by referencing both original works and relevant reviews. Next, we move to the role of extracellular ATP and P2X receptors in initiating and/or modulating innate immunity in the central nervous system. While most of the data that we review involve work on mice and rats, we highlight human studies of P2X7R whenever possible.