Radio Doppler data from the Galileo spacecraft's encounter with Amalthea, one of Jupiter's small inner moons, on 5 November 2002 yield a mass of (2.08 +/- 0.15) x 10(18) kilograms. Images of Amalthea from two Voyager spacecraft in 1979 and Galileo imaging between November 1996 and June 1997 yield a volume of (2.43 +/- 0.22) x 10(6) cubic kilometers. The satellite thus has a density of 857 +/- 99 kilograms per cubic meter. We suggest that Amalthea is porous and composed of water ice, as well as rocky material, and thus formed in a cold region of the solar system, possibly not at its present location near Jupiter.