We initiate a study of harmonic functions on hypergroups. In particular, we introduce the concept of a nilpotent hypergroup and show such hypergroup admits an invariant measure as well as a Liouville theorem for bounded harmonic functions. Further, positive harmonic functions on nilpotent hypergroups are shown to be integrals of exponential functions. For arbitrary hypergroups, we derive a Harnack inequality for positive harmonic functions and prove a Liouville theorem for compact hypergroups. We discuss an application to harmonic spherical functions.