After the release of the gamma-ray source catalog produced by the Fermi satellite during its first two years of operation, a significant fraction of sources still remain unassociated at lower energies. In addition to well-known high-energy emitters (pulsars, blazars, supernova remnants, etc.), theoretical expectations predict new classes of gamma-ray sources. In particular, gamma-ray emission could be associated with some of the early phases of stellar evolution, but this interesting possibility is still poorly understood. Aims: The aim of this paper is to assess the possibility of the Fermi gamma-ray source 2FGL J0607.5-0618c being associated with the massive star forming region Monoceros R2. Methods: A multi-wavelength analysis of the Monoceros R2 region is carried out using archival data at radio, infrared, X-ray, and gamma-ray wavelengths. The resulting observational properties are used to estimate the physical parameters needed to test the different physical scenarios. Results: We confirm the 2FGL J0607.5-0618c detection with improved confidence over the Fermi two-year catalog. We find that a combined effect of the multiple young stellar objects in Monoceros R2 is a viable picture for the nature of the source.