Inspired by the concept of the Space-Time Shift Keying (STSK) modulation, in this paper we proposed the Space-Frequency Shift Keying (SFSK) modulation as well as the Space-Time-Frequency Shift Keying (STFSK) concept which spreads the transmit signal not only across the space and time domains, but also the frequency domain. The performance of STSK modulation is degraded by about 2 dB, when the channel changes from uncorrelated frequency-flat fading to the frequency-selective environment of the 6-tap COST207 model. By contrast, as a benefit of Frequency Shift keying, the SFSK and STFSK schemes are capable of maintaining their performance also in frequency-selective fading environments. Finally, we demonstrate that the STSK and SFSK schemes constitute special cases of the STFSK modulation.