In this paper we introduce a new type of code, called projective nested cartesian code. It is obtained by the evaluation of homogeneous polynomials of a fixed degree on a certain subset of $mathbb{P}^n(mathbb{F}_q)$, and they may be seen as a generalization of the so-called projective Reed-Muller codes. We calculate the length and the dimension of such codes, a lower bound for the minimum distance and the exact minimum distance in a special case (which includes the projective Reed-Muller codes). At the end we show some relations between the parameters of these codes and those of the affine cartesian codes.