For smooth projective curves of genus g ≥ 4, the Clifford index is an important invariant which provides a bound for the dimension of the space of sections of a line bundle. This is the first step in distinguishing curves of the same genus. In this paper we generalise this to introduce Clifford indices for semistable vector bundles on curves. We study these invariants, giving some basic properties and carrying out some computations for small ranks and for general and some special curves. For curves whose classical Clifford index is two, we compute all values of our new Clifford indices.