We study subsets of the n-dimensional vector space over the finite field Fq, for odd q, which contain either a sphere for each radius or a sphere for each first coordinate of the center. We call such sets radii spherical Kakeya sets and center spherical Kakeya sets, respectively.For n ≥ 4 we prove a general lower bound on the size of any set containing q − 1 different spheres which applies to both kinds of spherical Kakeya sets. We provide constructions which meet the main terms of this lower bound.We also give a construction showing that we cannot get a lower bound of order of magnitude q n if we take lower dimensional objects such as circles in F 3 q instead of spheres, showing that there are significant differences to the line Kakeya problem.Finally, we study the case of dimension n = 1 which is different and equivalent to the study of sum and difference sets that cover Fq.