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In this letter, we introduce the concept of enabling unequal error protection (UEP) with space shift keying (SSK)-type modulation that encodes the source information entirely in the antenna indices. Unique characteristics associated with SSK-type modulation as compared with conventional pulse/quadrature amplitude modulation (PAM/QAM) are discussed in the context of UEP design. Three general design concepts for two-level and three-level UEP are presented. Simulation results confirm the multilevel bit protection capabilities of the proposed hierarchical spatial constellation designs.