The effective perturbation theory developed by Braaten and Pisarski for gauge theories at finite temperature is extended to finite chemical potential.As a first application the collisional energy loss of a heavy quark propagating through a quark-gluon plasma with non-vanishing quark chemical potential is considered. Assuming µ/T ≃ 1, motivated by numerical simulations of heavy ion collisions at RHIC energies, we find that the effect of the quark chemical potential is rather small, unless the energy density instead of the temperature is fixed. * supported by BMFT and GSI Darmstadt † present address: Physics Department,