We prove that many sequences of positive numbers $(a_n)$ defined by finite
linear difference equations $a_{n+k}=c_{k-1}a_{n+k-1}+...+c_0a_n$ with suitable
non negative reals coefficients $c_i$ satisfy Bendford's Law on the first digit
in many bases $b>2$. Our techniques rely on Perron-Frobenius theory via the
companion matrix of the characteristic polynomial of the defining equation.