We study Appell functions associated with an arbitrary positive definite lattice \(\Lambda \) and a choice of \(M\le \textrm{dim}(\Lambda )\) linearly independent vectors \(d_r\in \Lambda \) , \(r=1,\dots ,M\) . These functions are instances of multi-variable quasi-elliptic functions, and specific examples have appeared at various places in mathematics and theoretical physics. For example, if \(\Lambda \) is chosen to be one-dimensional, these functions reduce to the classical Appell function, which is a prominent example in the theory of mock modular forms. The Appell functions introduced here are examples of depth M mock modular forms. We derive an explicit structural formula for their modular completion. Motivated by partition functions in theoretical physics, we discuss the case where \(\Lambda \) is the \(A_N\) root lattice in detail.