  In this paper we construct a graded universal enveloping algebra of a
$G$-graded Lie algebra, where $G$ is not necessarily an abelian group. If the
grading group is abelian, then it coincides with the classical construction. We
prove the existence and uniqueness of the graded enveloping algebra. As
consequences, we prove a graded variant of Witt's Theorem on the universal
enveloping algebra of the free Lie algebra, and the graded version of Ado's
Theorem, which states that every finite-dimensional Lie algebra admits a
faithful finite dimensional representation. Furthermore we investigate if a Lie
grading is equivalent to an abelian grading.
