Gamma-ray catalogs contain a considerable amount of unidentified sources. Many of these are located out of the Galactic plane and therefore may have extragalactic origin. Here we assume that the formation of massive black holes in galactic nuclei proceeds through a quasi-star stage and consider the possibility of jet production by such objects. Those jets would be the sources of collimated synchrotron and Compton emission, extending from radio to gamma rays. The expected lifetimes of quasi-stars are of the order of million of years while the jet luminosities, somewhat smaller than that of quasar jets, are sufficient to account for the unidentified gamma-ray sources. The jet emission dominates over the thermal emission of a quasi-star in all energy bands, except when the jet is not directed towards an observer. The predicted synchrotron emission peaks in the IR band, with the flux close to the limits of the available IR all sky surveys. The ratio of the $gamma$-ray flux to the IR flux is found to be very large ($sim 60$), much larger than in BL Lac objects but reached by some radio-loud quasars. On the other hand, radio-loud quasars show broad emission lines while no such lines are expected from quasi-stars. Therefore the differentiation between various scenarios accounting for the unidentified gamma-ray sources will be possible at the basis of the photometry and spectroscopy of the IR/optical counterparts.
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