We consider the problem of digital communication in a Rayleigh flat-fading environment using a multiple-antenna system, when the channel state information is available neither at the transmitter nor at the receiver. It is known that at high SNR, or when the coherence interval is much larger than the number of transmit antennas, a constellation of unitary matrices can achieve the capacity of the non-coherent system. However, at low SNR, high spectral efficiencies, or for small values of coherence interval, the unitary constellations lose their optimality and fail to provide an acceptable performance. In an earlier work, using a design criterion based on the KL distance between distributions, we have shown, for the case of a single transmit antenna, that at low SNR, a multilevel constellation can provide better error rate performance than the unitary constellation of the same size. In this work, we extend those single antenna results to the case of multiple transmit antennas. The interesting result of this work is that the same idea of multilevel constellations can be generalized to design low-power non-coherent constellations for multiple antennas. The resulting constellations overlap with the unitary constellations at high SNR, but at low SNR they have a multilevel structure and show significant performance improvement over unitary constellations of the same size. The performance improvement becomes especially more significant when a large number of receive antennas are used. This property, together with the facts that the proposed constellations eliminate the need for training sequences and are most suitable for low SNR, makes them a good candidate for uplink communication in wireless systems.