The Monster Lie algebra m, which admits an action of the Monster finite simple group M, was introduced by Borcherds as part of his work on the Conway-Norton Monstrous Moonshine conjecture. Here we construct an analog Gpmq of a Lie group, or Kac-Moody group, associated to m. The group Gpmq is given by generators and relations, analogous to the Tits construction of a Kac-Moody group. In the absence of local nilpotence of the adjoint representation of m, we introduce the notion of pro-summability of an infinite sum of operators. We use this to construct a complete pro-unipotent group p U `of automorphisms of a completion p m " n ´' h ' p n `of m, where p n `is the formal product of the positive root spaces of m. The elements of p U `are pro-summable infinite series with constant term 1. The group p U `has a subgroup p U ìm , which is an analog of a complete unipotent group corresponding to the positive imaginary roots of m. We construct analogs Exp : p n `Ñ p U `and Ad : p U `Ñ Autpp n `q of the classical exponential map and adjoint representation. Although the group Gpmq is not a group of automorphisms, it contains the analog of a unipotent subgroup U `, which conjecturally acts as automorphisms of p m. We also construct groups of automorphisms of m, of certain gl 2 subalgebras of m, of the completion p m and of similar completions of m that are conjecturally identified with subgroups of Gpmq.