We present LLMSTEP, a tool for integrating a language model into the Lean proof assistant. LLMSTEP is a Lean 4 tactic that sends a user's proof state to a server hosting a language model. The language model generates suggestions, which are checked in Lean and displayed to a user in their development environment. We provide a baseline language model, along with code for fine-tuning and evaluation to support further development. We provide server implementations that run on CPU, a CUDA GPU, or a Google Colab notebook, as a step towards fast, effective language model suggestions for any user.