The ability to learn sequential contingencies of actions for predicting future outcomes is indispensable for flexible behavior in many daily decision-making contexts. It remains open whether such ability may be enhanced by transcranial direct current stimulation (tDCS). The present study combined tDCS with functional near-infrared spectroscopy (fNIRS) to investigate potential tDCS-induced effects on sequential decision-making and the neural mechanisms underlying such modulations. Offline tDCS and sham stimulation were applied over the left and right dorsolateral prefrontal cortex (dlPFC) in young male adults (N = 29, mean age = 23.4 years, SD = 3.2) in a double-blind between-subject design using a three-state Markov decision task. The results showed (i) an enhanced dlPFC hemodynamic response during the acquisition of sequential state transitions that is consistent with the findings from a previous functional magnetic resonance imaging (fMRI) study; (ii) a tDCS-induced increase of the hemodynamic response in the dlPFC, but without accompanying performance-enhancing effects at the behavioral level; and (iii) a greater tDCS-induced upregulation of hemodynamic responses in the delayed reward condition that seems to be associated with faster decision speed. Taken together, these findings provide empirical evidence for fNIRS as a suitable method for investigating hemodynamic correlates of sequential decision-making as well as functional brain correlates underlying tDCS-induced modulation. Future research with larger sample sizes for carrying out subgroup analysis is necessary in order to decipher interindividual differences in tDCS-induced effects on sequential decision-making process at the behavioral and brain levels.