In a t-(v, k, λ) directed design the blocks are ordered k-tuples and every ordered t-tuple of distinct points occurs in exactly λ blocks (as a subsequence). We study t-(v, 5, 1) directed designs with t = 3 and t = 4. In particular, we construct the first known examples, and an infinite class, of 3-(v, 5, 1) directed designs, and the first known infinite class of 4-(v, 5, 1) directed designs.