Pseudo MV-algebras  are a non-commutative extension of MV-algebras
introduced recently by Georgescu and Iorgulescu. We introduce states
(finitely additive probability measures) on pseudo MV-algebras. We
show that  extremal states correspond to normal maximal  ideals. We
give an example that in contrast to classical MV-algebras introduced
by Chang, states can fail on pseudo MV-algebras. We prove that
representable and normal-valued pseudo MV-algebras admit at least
one state.
