A message based power management approach is utilized to provide power management for a multi-processor system. A power management message is received at one processor of the multi-processor system over an input/output communication link that provides input/output access for the processors of the multi-processor system. The power management message includes a power management field encoding a power management state for processors of the multi-processor system. The processor that received the power management message over the input/output communication link sends a power management message to other processors in the multi-processor system over one or more inter-processor communication links encoding the power management state.