We briefly review the current status of nonlocal gravity (NLG), which is a classical nonlocalgeneralization of Einstein’s theory of gravitation based on a certain analogy with the nonlocalelectrodynamics of media. Nonlocal gravity thus involves integro-differential field equationsand a causal constitutive kernel that should ultimately be determined from observational data.We consider the stationary gravitational field of an isolated rotating astronomical source in the linearapproximation of nonlocal gravity. In this weak-field and slow-motion approximation of NLG,we describe the gravitomagnetic field associated with the rotating source and compare our resultswith gravitoelectromagnetism (GEM) of the standard general relativity theory. Moreover, we brieflystudy the energy-momentum content of the GEM field in nonlocal gravity.