A direct method to construct integrals for an Nth-order autonomous ordinary difference equation (ODE ): w nCN ZF(w n , ., w nCNK1 ) is presented. As an illustration we first consider third-order autonomous ODE w nC3 ZF(w n , w nC1 , w nC2 ) and identify the forms of F for which two independent integrals exist. The effectiveness of the method to construct two or more integrals for fourth-and fifth-order ODEs is also demonstrated. The question of integrability of each of the identified difference equations with more than one integral is also discussed.