We construct an analogue of the classical $L^p$-Wasserstein distance for the state space of a $C^*$-algebra. Given an abstract Lipschitz gauge on a $C^*$-algebra $\mathcal{A}$ in the sense of Rieffel, one can define the classical $L^p$-Wasserstein distance on the state space of each commutative $C^*$-subalgebra of $\mathcal{A}$. We consider a projective limit of these metric spaces, which appears to be the space of all quasi-linear states, equipped with a distance function. We call this distance the projective $L^p$-Wasserstein distance. It is easy to show, that the state space of a $C^*$-algebra is naturally embedded in the space of its quasi-linear states, hence, the introduced distance is defined on the state space as well. We show that this distance is reasonable and well-behaved. We also formulate a sufficient condition for a Lipschitz gauge, such that the corresponding projective $L^p$-Wasserstein distance metricizes the weak$^*$-topology on the state space.