A direct method to construct polynomial integrals for third order ordinary difference equation (O∆E) w(n + 3) = F (w(n), w(n + 1), w(n + 2)) and fourth order O∆E w(n + 4) = F (w(n), w(n + 1), w(n + 2), w(n + 3)) is presented. The effectiveness of the method to construct more than one polynomial integral for N-th order O∆E is also briefly discussed.