Microquasars are binary systems consisting of a compact object and a star that present relativistic jets. When the companion is a high-mass star, significant interaction between the stellar wind and the jets is expected. In this work, an overview of the different effects that a strong stellar wind may have in microquasar jets is given. Both analytical estimates and numerical simulations performed in the last years are reviewed. The results of a model for the non-thermal emission of such jets at large scales are also shown and discussed. Observational studies of two high-mass microquasars, Cygnus X-1 and Cygnus X-3, are compared to the model predictions.