In 2005, M. Behboodi introduced the notion of a classical prime ring module, which he showed is, in general, nonequivalent to a (Dauns) prime ring module. In this paper, we extended the idea of classical primeness to near-ring module. However, unlike in the ring case, we were able to define and distinguish between various types of classical prime modules. We investigate four of them here. We also prove some properties about the annihilator. Finally we characterize the classical $m$-systems of $R$-ideals of near-ring modules.