In this paper we introduce the class of (N, λ)-periodic vector-valued sequences and show several notable properties of this new class. This class includes periodic, anti-periodic, Bloch and unbounded sequences. Furthermore, we show the existence and uniqueness of (N, λ)-periodic solutions to the following class of Volterra difference equations with infinite delay: u(n + 1) = α n j=-∞ a(n-j)u(j) + f (n, u(n)), n ∈ Z, α ∈ C, where the kernel a and the nonlinear term f satisfy suitable conditions.