We study the Hyers-Ulam stability in a Banach spaceXof the system of first order linear difference equations of the formxn+1=Axn+dnforn∈N0(nonnegative integers), whereAis a givenr×rmatrix with real or complex coefficients, respectively, and(dn)n∈N0is a fixed sequence inXr. That is, we investigate the sequences(yn)n∈N0inXrsuch thatδ∶=supn∈N0yn+1-Ayn-dn<∞(with the maximum norm inXr) and show that, in the case where all the eigenvalues ofAare not of modulus 1, there is a positive real constantc(dependent only onA) such that, for each such a sequence(yn)n∈N0, there is a solution(xn)n∈N0of the system withsupn∈N0yn-xn≤cδ.