Polyharmonic maps of order k (briefly, k-harmonic maps) are a natural generalization of harmonic and biharmonic maps. These maps are defined as the critical points of suitable higher-order functionals which extend the classical energy functional for maps between Riemannian manifolds. The main aim of this paper is to investigate the so-called unique continuation principle. More precisely, assuming that the domain is connected, we shall prove the following extensions of results known in the harmonic and biharmonic cases: (i) if a k-harmonic map is harmonic on an open subset, then it is harmonic everywhere; (ii) if two k-harmonic maps agree on an open subset, then they agree everywhere; and (iii) if, for a k-harmonic map to the n-dimensional sphere, an open subset of the domain is mapped into the equator, then all the domain is mapped into the equator.