As with the binary pseudo-random sequences q-ary m-sequences possess very good properties which make them useful in many applications. So we construct a class of Jacket matrices by applying additive characters of the finite field $F_q$ to entries of all shifts of q-ary m-sequence. In this paper, we generalize a method of obtaining conventional Hadamard matrices from binary PN-sequences. By this way we propose Jacket matrix construction based on q-ary M-sequences.