The regionally proximal relation of order $d$ along arithmetic progressions, namely ${bf AP}^{[d]}$ for $din N$, is introduced and investigated. It turns out that if $(X,T)$ is a topological dynamical system with ${bf AP}^{[d]}=Delta$, then each ergodic measure of $(X,T)$ is isomorphic to a $d$-step pro-nilsystem, and thus $(X,T)$ has zero entropy. Moreover, it is shown that if $(X,T)$ is a strictly ergodic distal system with the property that the maximal topological and measurable $d$-step pro-nilsystems are isomorphic, then ${bf AP}^{[d]}={bf RP}^{[d]}$ for each $din {mathbb N}$. It follows that for a minimal $infty$-pro-nilsystem, ${bf AP}^{[d]}={bf RP}^{[d]}$ for each $din {mathbb N}$. An example which is a strictly ergodic distal system with discrete spectrum whose maximal equicontinuous factor is not isomorphic to the Kronecker factor is constructed.
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