We explore an idea put forward many years ago by Zeldovich and Novikov concerning the existence of compact objects endowed with arbitrarily small mass. The energy-density of such objects, which we call “Ghost stars”, is negative in some regions of the fluid distribution, producing a vanishing total mass. Thus, the interior is matched on the boundary surface to Minkowski space-time. Some exact analytical solutions are exhibited and their properties are analyzed. Observational data that could confirm or dismiss the existence of this kind of stellar object, is commented.