The resident macrophages of the brain—the microglia—are morphologically activated during the progression of Parkinson’s disease. Observational studies in human postmortem material and studies in animal models seek to define the contribution that this innate immune response might make to the pathogenesis and rate of progression of Parkinson’s disease. We review here some of the key conceptual issues that need to be considered when performing these studies. We highlight the fact that most postmortem studies have not given due consideration to common comorbidities present in patients with Parkinson’s disease and also the limitations of attempting to extrapolate from animal models to a chronic progressive neurodegenerative disease in humans that lasts for many years.