In this paper, new sequence spaces $X(r, s, t ;\Delta^{(m)})$ for $X\in \{l_\infty, c,$ $c_0\}$ defined by using generalized means and difference operator of order $m$ are introduced. It is shown that these spaces are complete normed linear spaces and the spaces $c_0(r, s, t ;\Delta^{(m)})$, $c(r, s, t ;\Delta^{(m)})$ have Schauder basis. Furthermore, the $\alpha$-, $\beta$-, $\gamma$- duals of these spaces are computed and also obtained necessary and sufficient conditions for some matrix transformations from $X(r, s, t ;\Delta^{(m)})$ to $X$. Finally, some classes of compact operators on the spaces $c_0(r, s, t ;\Delta^{(m)})$ and $l_{\infty}(r, s, t ;\Delta^{(m)})$ are characterized by using the Hausdorff measure of .