We introduce a metric homotopy theory, which we call Moderately Discontinuous Homotopy, designed to capture Lipschitz properties of metric singular subanalytic germs. It matches with the Moderately Discontinuous Homology theory receantly developed by the authors and E. Sampaio. The $k$-th MD homotopy group is a group $MDH^b_\bullet$ for any $b\in [1,\infty]$ together with homomorphisms $MD\pi^b\to MD\pi^{b'}$ for any $b\geq b'$. We develop all its basic properties including finite presentation of the groups, long homology sequences of pairs, metric homotopy invariance, Seifert-van Kampen Theorem and the Hurewicz isomorphism Theorem. We prove comparison theorems that allow to relate the metric homotopy groups with topological homotopy groups of associated spaces. For $b=1$ it recovers the homotopy groups of the tangent cone for the outer metric and of the Gromov tangent cone for the inner one. In general, for $b=\infty$ the $MD$-homotopy recovers the homotopy of the punctured germ. Hence, our invariant can be seen as an algebraic invariant interpolating the homotopy from the germ to its tangent cone. We end the paper with a full computation of our invariant for any normal surface singularity for the inner metric. We also provide a full computation of the MD-Homology in the same case.