The existence of a fixed-rate block source code whose performance for each source in a class of Markov sources is uniformly close to the distortion-rate function of that source is investigated. Such a code is called strong universal. It is found that strong universal codes of all rates exist for the class of all binary first-order Markov sources. But for a larger alphabet or for the class of all

th-order Markov sources with

, there is a critical rate

such that strong universal codes exist for rates greater than or equal to

, but not for rates less than

.