Relying on a notion of ``numerical effectiveness'' for Higgs bundles, we show that the category of ``numerically flat'' Higgs vector bundles on a smooth projective variety $X$ is a Tannakian category. We introduce the associated group scheme, that we call the ``Higgs fundamental group scheme of $X$,'' and show that its properties are related to a conjecture about the vanishing of the Chern classes of numerically flat Higgs vector bundles.