To a system of second order ordinary differential equations (SODE) one can assign a canonical nonlinear connection that describes the geometry of the system. In this work we develop a geometric setting that allows us to assign a canonical nonlinear connection also to a system of higher order ordinary differential equations (HODE). For this nonlinear connection we develop its geometry, and explicitly compute all curvature components of the corresponding Jacobi endomorphism. Using these curvature components we derive a Jacobi equation that describes the behavior of nearby geodesics to a HODE. We motivate the applicability of this nonlinear connection using examples from the equivalence problem, the inverse problem of the calculus of variations, and biharmonicity. For example, using components of the Jacobi endomorphism we express two Wuenschmann-type invariants that appear in the study of scalar third or fourth order ordinary differential equations.