The nuclear recoil effect on the g factor of highly charged Li-like ions is evaluated in the range Z=10-92. The calculations are performed by using 1/Z perturbation theory. The one-electron recoil contribution is evaluated within the fully relativistic approach with the wave functions which account approximately for the screening effects. The two-electron recoil contributions of the first and higher orders in 1/Z are calculated within the Breit approximation by using a four-component approach.