We describe a variational framework for non-commuting flows, extending the theories of Lagrangian multiforms and pluri-Lagrangian systems, which have gained prominence in recent years as a variational description of integrable systems in the sense of multidimensional consistency. In the context of non-commuting flows, the manifold of independent variables, often called multi-time, is a Lie group whose bracket structure corresponds to the commutation relations between the vector fields generating the flows. Natural examples are provided by superintegrable systems for the case of Lagrangian 1-form structures, and integrable hierarchies on loop groups in the case of Lagrangian 2-forms. As particular examples we discuss the Kepler problem, the rational Calogero-Moser system, and a generalisation of the Ablowitz-Kaup-Newell-Segur system with non-commuting flows. We view this endeavour as a first step towards a purely variational approach to Lie group actions on manifolds.