Representation learning offers a powerful alternative to the oft painstaking process of manual feature engineering, and as a result, has enjoyed considerable success in recent years. This success is especially striking in the context of graph mining, since networks can take advantage of vast troves of sequential data to encode information about interactions between entities of interest. But how do we learn embeddings on networks that have higher-order and sequential dependencies? Existing network embedding methods naively assume the Markovian property (first-order dependency) for node interactions, which may not capture the time-dependent and longer-range underlying complex interactions of the raw data. To address the limitation of current methods, we propose a network embedding method for higher-order networks (HON). We demonstrate that the higher-order network embedding (HONEM) method is able to extract higher-order dependencies from HON to construct the higher-order neighborhood matrix of the network, while existing methods are not able to capture these higher-order dependencies. We show that our method outperforms other state-of-the-art methods in node classification, network reconstruction, link prediction, and visualization.