Einstein-Podolsky-Rosen (EPR) steering allows two parties to verify their entanglement, even if one party's measurements are untrusted. This concept has not only provided new insights into the nature of non-local spatial correlations in quantum mechanics, but also serves as a resource for one-sided device-independent quantum information tasks. Here, we investigate how EPR steering behaves when one-half of a maximally entangled pair of qudits (multidimensional quantum systems) is cloned by a universal cloning machine. We find that EPR steering, as verified by a criterion based on the mutual information between qudits, can only be found in one of the copy subsystems but not both. We prove that this is also true for the single-system analogue of EPR steering. We find that this restriction, which we term 'no-cloning of quantum steering', elucidates the physical reason why steering can be used to secure sources and channels against cloning-based attacks when implementing quantum communication and quantum computation protocols. This has led to a range of conceptually important extensions of the concept of EPR steering and several potential applications for practical quantum information processing. See an in-depth discussion given in the review by Reid et al. 4 As articulated by Wootters and Zurek 5 and Dieks 6 in 1982, it is impossible to perfectly copy an unknown quantum state. This famous no-go theorem of quantum mechanics has significant implications in understanding nonclassical features of quantum systems and profound applications in quantum information science. Although one cannot make perfect copies of an unknown quantum state, it is possible to create imperfect copies. Bužek and Hillery 7 have shown that a universal cloning machine can produce a clone of an unknown state with high fidelity. Such a universal cloning machine has been shown to be optimal and has been extensively studied in the context of possible alternatives, extensions and use as an eavesdropping attack on the protocols of quantum cryptography. 8 Here, inspired by the no-cloning theorem and the concept of quantum steering, we ask a simple question: 'Does quantum mechanics allow quantum steering to be copied by a universal cloning machine?'. To investigate this question, we use the concept of a universal cloning machine to consider how quantum steering is cloned and shared between two copies of a qudit (a multidimensional quantum system), which itself is half of a maximally entangled pair (Figure 1a). In addition, we apply the same method of analysis to the single-system (SS) analogue of EPR