The physics of disordered alloys, such as typically the well known case of CeNi1-xCux alloys, showing an interplay among the Kondo effect, the spin glass state and a magnetic order, has been studied firstly within an average description like in the Sherrington-Kirkpatrick model. Recently, a theoretical model (PRB 74, 014427 (2006)) involving a more local description of the intersite interaction has been proposed to describe the phase diagram of CeNi1-xCux. This alloy is an example of the complex interplay between Kondo effect and frustration in which there is in particular the onset of a cluster-glass state. Although the model given in Ref. PRB 74, 014427 (2006) has reproduced the different phases relatively well, it is not able to describe the cluster-glass state. We study here the competition between the Kondo effect and a cluster glass phase within a Kondo Lattice model with an inter-cluster random Gaussian interaction. The inter-cluster term is treated within the cluster mean-field theory for spin glasses, while, inside the cluster, an exact diagonalisation is performed including inter-site ferromagnetic and intra-site Kondo interactions. The cluster glass order parameters and the Kondo correlation function are obtained for different values of the cluster size, the intra-cluster ferromagnetic coupling and the Kondo intra-site coupling. We obtain, for instance, that the increase of the Kondo coupling tends to destroy the cluster glass phase.