For continuous functions, midpoint convexity characterizes convex functions. By considering discrete versions of midpoint convexity, several types of discrete convexities of functions, including integral convexity, L ♮ -convexity and global/local discrete midpoint convexity, have been studied. We propose a new type of discrete midpoint convexity that lies between L ♮ -convexity and integral convexity and is independent of global/local discrete midpoint convexity. The new convexity, named DDM-convexity, has nice properties satisfied by L ♮ -convexity and global/local discrete midpoint convexity. DDMconvex functions are stable under scaling, satisfy the so-called parallelgram inequality and a proximity theorem with the same small proximity bound as that for L ♮ -convex functions. Several characterizations of DDM-convexity are given and algorithms for DDM-convex function minimization are developed. We also propose DDM-convexity in continuous variables and give proximity theorems on these functions.