This study describes a new method for musical steganography utilizing the MIDI format. MIDI is a standard music technology protocol that is used around the world to create music and make it available for listening. Since no publicly available method for MIDI steganography has been found (even though there are a few methods described in the literature), the study investigates how a new algorithm for MIDI steganography can be designed so that it satisfies capacity and security criteria. As part of the study, a method for using velocity values to hide information in music has been designed and evaluated, during which the capacity of the method is found to be comparable with similar methods. In an audibility test, it is observed that audible impact on the music can not be distinguished at any reasonable significance level, which means that also a security criterion is met.