The aim of this paper is to introduce and study the sequence spaces [w, θ, F, p, q]∞(Δ^m_v), [w, θ, F, p, q]₁∞(Δ^m_v) and [w, θ, F, p, q]_0∞(Δ^m_v) which arise from the notions of generalized difference sequence space, lacunary convergence, invariant mean and a sequence of Moduli F = (f_k). We establish some inclusion relations between these spaces under some conditions.