A classical result in descriptive complexity theory states that Datalog expresses exactly the class of polynomially computable queries on ordered databases (Papadimitriou 1985; Grädel 1992; Vardi 1982; Immerman 1986; Leivant 1989). In this paper we extend this result to the case of higher-order Datalog. In particular, we demonstrate that on ordered databases, for all k ≥ 2, k-order Datalog captures (k − 1)-EXPTIME. This result suggests that higher-order extensions of Datalog possess superior expressive power and they are worthwhile of further investigation both in theory and in practice.