Brain inflammation plays a central role in numerous brain pathologies. Microglia and astrocytes are the main effector cells that become activated when an inflammatory process takes place within the central nervous system. α-melanocyte-stimulating hormone (α-MSH) is a neuropeptide with proven anti-inflammatory properties. It binds with highest affinity to the melanocortin receptor 4 (MC4R), which is present in astrocytes and upon activation triggers anti-inflammatory pathways. The aim of this research was to identify anti-inflammatory mediators that may participate in the immunomodulatory effects of melanocortins in glial cells. Since peroxisome proliferator-activated receptors (PPARs) have recently been implicated in the modulation of inflammation, we investigated the effect of an α-MSH analog, [Nle(4), D-Phe(7)]-α-MSH (NDP-α-MSH), on PPAR-β and PPAR-γ gene and protein expression in rat primary astrocytes and microglia. We initially demonstrated that rat primary microglia express MC4R and showed that treatment with NDP-α-MSH increases PPAR-γ protein levels and strongly decreases PPAR-β levels in both astrocytes and microglia. We also showed that extracellular signal-regulated kinase 1/2 (ERK1/2)-mediated signaling is partially involved in these effects in a cell-specific fashion. Finally, we showed that NDP-α-MSH stimulates the release of the anti-inflammatory cytokines IL-10 and TGF-β from microglia and astrocytes, respectively. The presented data suggest a role for IL-10 and TGF-β in the protective action of melanocortins and a connection between MC4R pathway and that of the nuclear receptor PPAR-γ. This is the first report providing evidence that MC4R is expressed in rat primary microglia and that melanocortins modulate PPAR levels in glial cells. Our findings provide new insights into the mechanisms underlying the activation of glial MC4R and open perspectives for new therapeutic strategies for the treatment of inflammation-mediated brain diseases.