In this paper, we propose and apply two novel schemes of multi-band carrierless amplitude and phase (m-CAP) modulation for spatial modulation (SM) based visible light communications (VLC) systems. In SM, both spatial and signal constellation are utilised to improve the performance of the m-CAP system. Here, we have adopted the non-DC m-CAP which is a power efficient technique with no DC-bias. The bit error rate (BER) performance and the spectral efficiency of the proposed systems are compared with single-input single-output (SISO) and multiplexing multiple-input multiple-output (MIMO) m-CAP systems. Results demonstrate that non-DC m-CAP, with the same spectral efficiency as that of SISO m-CAP, outperforms other schemes in terms of BER due to its power efficiency, however a higher spectral efficiency can be achieved by the SM-MIMO m-CAP scheme.