We construct certain Steinberg groups associated to extended affine Lie algebras and their root systems. Then by the integration methods of Kac and Peterson for integrable Lie algebras, we associate a group to every tame extended affine Lie algebra. Afterwards, we show that the extended affine Weyl group of the ground Lie algebra can be recovered as a quotient group of two subgroups of the group associated to the underlying algebra similar to Kac–Moody groups.