Ms. Pac-Man is a challenging, classic arcade game that provides an interesting platform for Artificial Intelligence (AI) research. This paper reports the first Monte-Carlo approach to develop a ghost avoidance module of an intelligent agent that plays the game. Our experimental results show that the look-ahead ability of Monte-Carlo simulation often prevents Ms. Pac-Man being trapped by ghosts and reduces the chance of losing Ms. Pac-Man's life significantly. Our intelligent agent has achieved a high score of around 21,000. It is sometimes capable of clearing the first three stages and playing at the level of a novice human player.