Despite intense ongoing research efforts, the etiology of psychiatric disorders remains incompletely understood. Among biological factors playing a role in Major Depressive Disorder (MDD) and Anxiety Disorders (ANX), emerging evidence points to the relevance of different types of glia cells and efficient neuron-glia interactions. Here, we review recent findings highlighting the involvement of central nervous system (CNS) glia in MDD and ANX etiology and treatment response. Additionally, several relatively underexplored topics will be discussed: (1) glial response to non-pharmacological therapies, (2) impact of early life adversity on glia, (3) influence of lifestyle factors on glia in the context of MDD and ANX, and (4) monitoring glial functions in patients. It can be concluded that despite the sequence of events is still unclear, alterations in glial cell types are common and somewhat overlapping in ANX, MDD and corresponding animal models. Furthermore, glia are responsive to a variety of treatment and lifestyle options. Looking forward, new research developments can lead to novel types of therapeutic or symptom-relieving approaches targeting glia.