We prove the analogue of the classical Burkholder-Gundy inequalites for non-commutative martingales. As applications we give a characterization for an Ito-Clifford integral to be an Lp-martingale via its integrand, and then extend the Ito-Clifford integral theory in L2, developed by Barnett, Streater and Wilde, to Lp for all 1 < p < . We include an appendix on the non-commutative analogue of the classical Fefferman duality between H1 and BMO.