Microglia modulate synaptic refinement in the central nervous system (CNS). We have previously shown that a mouse model with innate high anxiety-related behavior (HAB) displays higher CD68+ microglia density in the key regions of anxiety circuits compared to mice with normal anxiety-related behavior (NAB) in males, and that minocycline treatment attenuated the enhanced anxiety of HAB male. Given that a higher prevalence of anxiety is widely reported in females compared to males, little is known concerning sex differences at the cellular level. Herein, we address this by analyzing microglia heterogeneity and function in the HAB and NAB brains of both sexes. Single-cell RNA sequencing revealed ten distinct microglia clusters varied by their frequency and gene expression profile. We report striking sex differences, especially in the major microglia clusters of HABs, indicating a higher expression of genes associated with phagocytosis and synaptic engulfment in the female compared to the male. On a functional level, we show that female HAB microglia engulfed a greater amount of hippocampal vGLUT1+ excitatory synapses compared to the male. We moreover show that female HAB microglia engulfed more synaptosomes compared to the male HAB in vitro. Due to previously reported effects of minocycline on microglia, we finally administered oral minocycline to HABs of both sexes and showed a significant reduction in the engulfment of synapses by female HAB microglia. In parallel to our microglia-specific findings, we further showed an anxiolytic effect of minocycline on female HABs, which is complementary to our previous findings in the male HABs. Our study, therefore, identifies the altered function of synaptic engulfment by microglia as a potential avenue to target and resolve microglia heterogeneity in mice with innate high anxiety.