Genome-wide association studies and functional genomics studies have linked specific cell types, genes, and pathways to Alzheimer’s disease (AD) risk. In particular, AD risk alleles primarily affect the abundance or structure, and thus the activity, of genes expressed in macrophages, strongly implicating microglia (the brain-resident macrophages) in the etiology of AD. These genes converge on pathways (endocytosis/phagocytosis, cholesterol metabolism, and immune response) with critical roles in core macrophage functions such as efferocytosis. Here, we review these pathways, highlighting relevant genes identified in the latest AD genetics and genomics studies, and describe how they may contribute to AD pathogenesis. Investigating the functional impact of AD-associated variants and genes in microglia is essential for elucidating disease risk mechanisms and developing effective therapeutic approaches.