This article introduces the global Pro-Government Militias Database (PGMD). Despite the devastating record of some pro-government groups, there has been little research on why these forces form, under what conditions they are most likely to act, and how they affect the risk of internal conflict, repression, and state fragility. From events in the former Yugoslavia, Iraq, Sudan, or Syria and the countries of the Arab Spring we know that pro-government militias operate in a variety of contexts. They are often linked with extreme violence and disregard for the laws of war. Yet research, notably quantitative research, lags behind events. In this article we give an overview of the PGMD, a new global dataset that identifies pro-government militias from 1981 to 2007. The information on pro-government militias (PGMs) is presented in a relational data structure, which allows researchers to browse and download different versions of the dataset and access over 3,500 sources that informed the coding. The database shows the wide proliferation and diffusion of these groups. We identify 332 PGMs and specify how they are linked to government, for example via the governing political party, individual leaders, or the military. The dataset captures the type of affiliation of the groups to the government by distinguishing between informal and semi-official militias. It identifies, among others, membership characteristics and the types of groups they target. These data are likely to be relevant to research on state strength and state failure, the dynamics of conflict, including security sector reform, demobilization and reintegration, as well as work on human rights and the interactions between different state and non-state actors. To illustrate uses of the data, we include the PGM data in a standard model of armed conflict and find that such groups increase the risk of civil war.