A normally regular digraph with parameters (v, k, λ, µ) is a directed graph on v vertices whose adjacency matrix A satisfies theThis means that every vertex has out-degree k, a pair of non-adjacent vertices have µ common out-neighbours, a pair of vertices connected by an edge in one direction have λ common out-neighbours and a pair of vertices connected by edges in both directions have 2λ − µ common out-neighbours. We often assume that two vertices can not be connected in both directions.We prove that the adjacency matrix of a normally regular digraph is normal. A connected k-regular digraph with normal adjacency matrix is a normally regular digraph if and only if all eigenvalues other than k are on one circle in the complex plane. We prove a Bruck-Ryser type condition for existence and give a combinatorial proof for a restriction excluding existence in some cases with small values of λ. There is a structural characterization of normally regular digraphs with µ = 0 or µ = k. For other values of µ we give several constructions of normally regular digraphs. In many cases these graphs are Cayley graphs of abelian groups and the construction is then based on a generalization of difference sets. In particular, if 4t + 1, 4s + 3 and q are prime powers and r is not divisible by 3 we get normally