Let $G=(V,E)$ be a finite and simple graph of order $n$ and maximum degree $\Delta$. A signed strong Roman dominating function (abbreviated SStRDF) on a graph $G$ is a function $f:V\to \{-1,1,2,\ldots,\lceil\frac{\Delta}{2}\rceil+1\}$ satisfying the conditions that (i) for every vertex $v$ of $G$, $\sum_{u\in N[v]} f(u)\ge 1$, where $N[v]$ is the closed neighborhood of $v$ and (ii) every vertex $v$ for which $f(v)=-1$ is adjacent to at least one vertex $u$ for which $f(u)\ge 1+\lceil\frac{1}{2}|N(u)\cap V_{-1}|\rceil$, where $V_{-1}=\{v\in V \mid f(v)=-1\}$. The minimum of the values $\sum_{v\in V} f(v)$, taken over all signed strong Roman dominating functions $f$ of $G$, is called the signed strong Roman domination number of $G$ and is denoted by $\gamma_{ssR}(G)$. In this paper we initiate the study of the signed strong Roman domination in graphs and present some (sharp) bounds for this parameter.