We build Wigner maps, functions and operators on general phase spaces arisi
ng from a class of Lie groups, including non-unimodular groups (such as the
affine group). The phase spaces are coadjoint orbits in the dual of the Li
e algebra of these groups and they come equipped with natural symplectic st
ructures and Liouville-type invariant measures. When the group admits squar
e-integrable representations, we present a very general construction of a W
igner function which enjoys all the desirable properties, including full co
variance and reconstruction formulae. We study in detail the case of the af
fine group on the line. In particular, we put into focus the close connecti
on between the well-known wavelet transform and the Wigner function on such
groups.