In most vertebrates, the yolk sac (YS) represents the very first tissue where blood cells are detected. Therefore, it was thought for a long time that it generated all the blood cells present in the embryo. This model was challenged using different animal models, and we now know that YS hematopoietic precursors are mostly transient although their contribution to the adult system cannot be excluded. In this review, we aim at properly define the different waves of blood progenitors that are produced by the YS and address the fate of each of them. Indeed, in the last decade, many evidences have emphasized the role of the YS in the emergence of several myeloid tissue-resident adult subsets. We will focus on the development of microglia, the resident macrophages in the central nervous system, and try to untangle the recent controversy about their origin.