The so-called min-sum algorithm for iterative decoding of low-density parity-check (LDPC) codes is generalized to decode lattices. An upper bound on the decoding complexity per iteration is derived, and for LDPC lattices constructed by Construction D' and using a nested sequence of LDPC codes, exact values for computational complexity are also given. We show that iterative decoding of LDPC lattices has a reasonably low complexity such that lattices with dimensions of a few thousands can be easily decoded.