We report on the magnetic properties of a filled skutterudite compound, SmFe4P12. Magnetic susceptibility and specific heat measurements revealed a ferromagnetic transition at 1.6 K. The temperature dependence of the electrical resistivity exhibits a Kondo-lattice behaviour and the electronic specific heat coefficient attains values as large as 370 mJ mol-1 K-2. This compound is thereby the first Sm-based heavy-fermion system found with a ferromagnetic ground state. The Kondo temperature is estimated to be about 30 K.