Given a foliation, there is a well-known notion of holonomy, which can be understood as an action that differentiates to the Bott connection on the normal bundle. We present an analog notion for Lie subalgebroids, consisting of an effective action of the minimal integration of the Lie subalgebroid. In the special case of Lie subalgebras, the action is described explicitly in terms of the conjugation action. The construction extends to singular subalgebroids.