Sidon spaces have been introduced by Bachoc, Serra and Zémor in 2017 in connection with the linear analogue of Vosper's Theorem. In this paper, we propose a generalization of this notion to sets of subspaces, which we call multi-Sidon space. We analyze their structures, provide examples and introduce a notion of equivalnce among them. Making use of these results, we study a class of linear sets in PG(r − 1, q n ) determined by r points and we investigate multi-orbit cyclic subspace codes.