Early-life infection has been shown to have profound effects on the brain and behavior across the lifespan, a phenomenon termed “early-life programming”. Indeed, many neuropsychiatric disorders begin or have their origins early in life and have been linked to early-life immune activation (e.g. autism, ADHD, and schizophrenia). Furthermore, many of these disorders show a robust sex bias, with males having a higher risk of developing early-onset neurodevelopmental disorders. The concept of early-life programming is now well established, however, it is still unclear how such effects are initiated and then maintained across time to produce such a phenomenon. To begin to address this question, we examined changes in microglia, the immune cells of the brain, and peripheral immune cells in the hours immediately following early-life infection in male and female rats. We found that males showed a significant decrease in BDNF expression and females showed a significant increase in IL-6 expression in the cerebellum following E.coli infection on postnatal day 4; however, for most cytokines examined in the brain and in the periphery we were unable to identify any sex differences in the immune response, at least at the time points examined. Instead, neonatal infection with E.coli increased the expression of a number of cytokines in the brain of both males and females similarly including TNF-α, IL-1β, and CD11b (a marker of microglia activation) in the hippocampus and, in the spleen, TNF-α and IL-1β. We also found that protein levels of GRO-KC, MIP-1a, MCP1, IP-10, TNF-α, and IL-10 were elevated 8-hours postinfection, but this response was resolved by 24-hours. Lastly, we found that males have more thin microglia than females on P5, however, neonatal infection had no effect on any of the microglia morphologies we examined. These data show that sex differences in the acute immune response to neonatal infection are likely gene, region, and even time dependent. Future research should consider these factors in order to develop a comprehensive understanding of the immune response in males and females as these changes are likely the initiating agents that lead to the long-term, and often sex-specific, effects of early-life infection.