We propose to define amenability of a Lie algebra by the existence of almost-invariant finite-dimensional subcoalgebras of its universal enveloping algebra. More generally, a module coalgebra of a cocommutative Hopf algebra is amenable if it admits almost-invariant finite-dimensional subcoalgebras. We prove a coalgebraic rounding theorem: almost-invariant finite-dimensional subspaces can be replaced, without loss in the Følner constant, by almost-invariant finite-dimensional subcoalgebras. For Lie algebras this implies that our definition is equivalent to Elek's amenability of the left regular module of the universal enveloping algebra seen merely as an associative algebra. For groups this recovers the result that a group is amenable if and only if its group ring is algebraically amenable. It furthermore shows that, for every amenable group, all its nonzero modules are amenable, thus proving an assertion by Gromov. We prove that amenable Hopf algebras are closed under taking subalgebras, quotients, cleft extensions, and directed unions, and that every Hopf algebra locally of subexponential growth is amenable. We give examples of amenable Lie algebras which are not elementarily amenable. Finally, we show that amenability passes to the associated graded Hopf-module coalgebra.