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We generalize Cohen & Jones & Segal's flow category, whose objects are the critical points of a Morse function and whose morphisms are the Morse moduli spaces between the critical points to an n-category. The n-category construction involves repeatedly doing Morse theory on Morse moduli spaces for which we have to construct a class of suitable Morse functions. It turns out to be an 'almost strict' n-category, i.e. it is a strict n-category 'up to canonical isomorphisms'.