We study commutative algebra arising from generalised Frobenius numbers. The k-th (generalised) Frobenius number of relatively prime natural numbers (a₁,⋯,a_n) is the largest natural number that cannot be written as a non-negative integral combination of (a₁,⋯,a_n) in k distinct ways. Suppose that L is the lattice of integer points of (a₁,⋯,a_n)^⊥. Taking our cue from the concept of lattice modules due to Bayer and Sturmfels, we define generalised lattice modules M^(k)_L whose Castelnuovo–Mumford regularity captures the k-th Frobenius number of (a₁,⋯,a_n). We study the sequence {M^(k)_L} of generalised lattice modules providing an explicit characterisation of their minimal generators. We show that there are only finitely many isomorphism classes of generalised lattice modules. As a consequence of our commutative algebraic approach, we show that the sequence of generalised Frobenius numbers forms a finite difference progression i.e. a sequence whose set of successive differences is finite. We also construct an algorithm to compute the k-th Frobenius number.