The KM3NeT research infrastructure in the Mediterranean is a multi-purpose cubic-kilometer neutrino observatory consisting of two detectors. ORCA is optimized to study atmospheric neutrinos between 1 and 100 GeV, while ARCA is primarily aimed at detecting cosmic neutrinos between several tens of GeV and PeV. The real-time multi-messenger program of KM3NeT is oriented towards the study of astrophysical transients. It enables the bidirectional exchange of alerts for follow-up analyses as well as joint sub-threshold searches with a network of partner observatories. The prompt and public dissemination of the results to the astrophysical community is a key objective of the program. This contribution outlines the first developments of the KM3NeT multi-messenger infrastructure, covering the event reconstruction and flavour classification pipelines, the alert distribution system and the perspectives for the KM3NeT integration in the global multi-messenger networks.