The rapid development of vehicle-to-vehicle and vehicle-to-infrastructure (V2X) communications calls for highly spectral efficient communication techniques under time-selective channels. Spatial modulation (SM) facilitates flexible trade-off between spectral and energy efficiency. In this paper, we propose a novel modulation technique based on SM for V2X, which discards the requirement of channel state information (CSI) at the receiver and exhibits enhanced robustness against time-selective fading and Doppler effects. Our proposed scheme tailors differential modulation to SM and is named differential spatial modulation (DSM). Monte Carlo simulations are carried out to demonstrate the advantage of the new scheme in terms of bit error rate (BER) performance for both point-to-point and dual-hop amplify-and-forward (AF) relaying systems in V2X channels.