Diversity-embedding space-time block coding (DE-STBC), introduced in the work of Diggavi et al. (2003), enables unequal error protection (UEP) using multiple transmit antennas. Even though these codes do not require channel state information (CSI) at the transmitter, they do need it at the receiver for decoding. A novel differential DE-STBC scheme is proposed in this paper to eliminate the need for channel estimation at the receiver which is especially costly with multiple transmit and receive antennas. Most previously proposed differential schemes in the literature are based on orthogonal STBC and hence are not applicable to the non- orthogonal family of DE-STBC considered in this paper.