This paper proposes a novel adaptive higher-order finite element (hp-FEM) method for solving elliptic eigenvalue problems, where n eigenpairs are calculated simultaneously, but on individual higher-order finite element meshes. The meshes are automatically hp-refined independently of each other, with the goal to use an optimal mesh sequence for each eigenfunction. The method and the adaptive algorithm are described in detail. Numerical examples clearly demonstrate the superiority of the novel method over the standard approach where all eigenfunctions are approximated on the same finite element mesh.