In this paper we introduce and study new notions of uniform recurrence in multidimensional words. A d-dimensional word is called uniformly recurrent if for all (s₁,…,s_d)∈N^d there exists n∈N such that each block of size (n,…,n) contains the prefix of size (s₁,…,s_d). We are interested in a modification of this property. Namely, we ask that for each rational direction (q₁,…,q_d), each rectangular prefix occurs along this direction in positions ℓ(q₁,…,q_d) with bounded gaps. Such words are called uniformly recurrent along all directions. We provide several constructions of multidimensional words satisfying this condition, and more generally, a series of four increasingly stronger conditions. In particular, we study the uniform recurrence along directions of multidimensional rotation words and of fixed points of square morphisms.