In recent years, fuzzy multisets and neutrosophic sets have become a subject of great interest for researchers and have been widely applied to algebraic structures include groups, rings, fields and lattices. Neutrosophic multiset is a generalization of multisets and neutrosophic sets. In this paper, we proposed a algebraic structure on neutrosophic multisets is called neutrosophic multigroups which allow the truth-membership, indeterminacy-membership and falsity-membership sequence have a set of real values between zero and one. This new notation of group as a bridge among neutrosophic multiset theory, set theory and group theory and also shows the effect of neutrosophic multisets on a group structure. We finally derive the basic properties of neutrosophic multigroups and give its applications to group theory.