Morrey (function) spaces and, in particular, smoothness spaces of Besov-Morrey or Triebel-Lizorkin-Morrey type enjoyed a lot of interest recently. Here we turn our attention to Morrey sequence spaces mu,p = mu,p(Z d ), 0 < p ≤ u < ∞, which have yet been considered almost nowhere. They are defined as natural generalisations of the classical p spaces. We consider some basic features, embedding properties, the pre-dual, a corresponding version of Pitt's compactness theorem, and can further characterise the compactness of embeddings of related finite-dimensional spaces.