Searches in ep collisions for heavy excited fermions have been performed with the ZEUS detector at HERA. Excited states of electrons and quarks have been searched for in e^+p collisions at a centre-of-mass energy of 300 GeV using an integrated luminosity of 47.7 pb^-1. Excited electrons have been sought via the decays e*->egamma, e*->eZ and e*->nuW. Excited quarks have been sought via the decays q*->qgamma and q*->qW. A search for excited neutrinos decaying via nu*->nugamma, nu*->nuZ and nu*->eW is presented using e^-p collisions at 318 GeV centre-of-mass energy, corresponding to an integrated luminosity of 16.7 pb^-1. No evidence for any excited fermion is found, and limits on the characteristic couplings are derived for masses below 250 GeV