As a generalization of the concept of a metric basis, this article introduces the notion of $k$-metric basis in graphs. Given a connected graph $G=(V,E)$, a set $S\subseteq V$ is said to be a $k$-metric generator for $G$ if the elements of any pair of different vertices of $G$ are distinguished by at least $k$ elements of $S$, i.e., for any two different vertices $u,v\in V$, there exist at least $k$ vertices $w_1,w_2,...,w_k\in S$ such that $d_G(u,w_i)\ne d_G(v,w_i)$ for every $i\in \{1,...,k\}$. A metric generator of minimum cardinality is called a $k$-metric basis and its cardinality the $k$-metric dimension of $G$. A connected graph $G$ is $k$-metric dimensional if $k$ is the largest integer such that there exists a $k$-metric basis for $G$. We give a necessary and sufficient condition for a graph to be $k$-metric dimensional and we obtain several results on the $k$-metric dimension.