Massive stars are strongly linked to the production of non-thermal emission in the Galaxy. The strong winds produced by massive stars feed with matter the accretion process in X-ray binaries and can lead to the generation of jets, which are detected in radio and also emit high-energy photons. In addition, powerful collimated outflows from massive protostars interacting with the ISM can lead to the acceleration of particles and subsequent non-thermal emission from radio to high energies. Finally, shocks linked with the stellar wind in binary systems, either formed by two massive stars or by a massive star plus a young pulsar, can lead to the production of broadband non-thermal radiation. In this talk, I will briefly describe the most relevant mechanisms of non-thermal emission in Galactic sources associated to massive stars.