Transformers are now ubiquitous for sequence modeling tasks, but their extension to multi-dimensional data remains a challenge due to the quadratic cost of the attention mechanism. In this paper, we propose Higher-Order Transformers (HOT), a novel architecture designed to efficiently process data with more than two axes, i.e. higher-order tensors. To address the computational challenges associated with high-order tensor attention, we introduce a novel Kronecker factorized attention mechanism that reduces the attention cost to quadratic in each axis' dimension, rather than quadratic in the total size of the input tensor. To further enhance efficiency, HOT leverages kernelized attention, reducing the complexity to linear. This strategy maintains the model's expressiveness while enabling scalable attention computation. We validate the effectiveness of HOT on two high-dimensional tasks, including multivariate time series forecasting, and 3D medical image classification. Experimental results demonstrate that HOT achieves competitive performance while significantly improving computational efficiency, showcasing its potential for tackling a wide range of complex, multi-dimensional data.