Immune activation in the brain has been shown to contribute to neurodevelopmental and pathological progression of mental disorders, and microglia play a central role in these processes. But how genetic predisposition and environmental risk factors may act in combination to affect microglial activation and the underlying molecular mechanisms are largely unclear. In this work, we studied the inflammatory profile of microglia across four inbred strains of mice with different anxiety traits: C57BL/6J, FVB/N, DBA/2J, and 129S2/Sv. Importantly, we found that a high-anxiety strain, naïve DBA/2J mice, had significantly more M1 (MHCII⁺CD206⁻)-polarized microglia, whereas another high-anxiety strain, naïve 129S2/Sv mice, expressed significantly more activated (MHCII⁺) perivascular macrophages than the other strains. After a systemic LPS challenge, polarization to M1 microglia in DBA/2J and 129S2/Sv mice was even more prominent than in C57BL/6J and FVB/N mice, and was correlated with their anxiety-like behaviors. Macrophage M1/M2 polarization in the spleen showed a similar pattern in DBA/2J and 129S2/Sv mice in response to LPS stimulation. Furthermore, DBA/2J mice expressed higher mRNA levels of Il1b, Il6, and Tnf, and higher Nos2/Arg1 ratio but lower Chi3l3 level in the hypothalamus before and after LPS stimulation, respectively. In comparison, 129S1/Sv, a sibling line of 129S2/Sv, expressed significantly higher levels of other immune-related genes in the brain. We further discovered a group of myeloid transcription factors that may underpin the strain-specific differences in microglial activation. We conclude that proinflammatory microglial activation reflects anxiety traits in mice, especially after a peripheral innate immune challenge. Our work sheds new light in understanding the potential molecular mechanisms of stress-induced microglial activation and polarization.