We introduce higher order spreading models associated to a Banach space X. Their definition is based on ℱ-sequences $(x_{s})_{s∈ℱ}$ with ℱ a regular thin family and on plegma families. We show that the higher order spreading models of a Banach space X form an increasing transfinite hierarchy $(𝒮ℳ_{ξ}(X))_{ξ<ω₁}$. Each $𝒮ℳ_{ξ}(X)$ contains all spreading models generated by ℱ-sequences $(x_{s})_{s∈ℱ}$ with order of ℱ equal to ξ. We also study the fundamental properties of this hierarchy.