Adaptive behavior in daily life often requires the ability to acquire and represent sequential contingencies between actions and the associated outcomes. Although accumulating evidence implicates the role of dorsolateral prefrontal cortex (dlPFC) in complex value-based learning and decision-making, direct evidence for involvements of this region in integrating information across sequential decision states is still scarce. Using a 3-stage deterministic Markov decision task, here we applied offline, inhibitory low-frequency 1-Hz repetitive transcranial magnetic stimulation (rTMS) over the left dlPFC in young male adults (n = 31, mean age = 23.8 years, SD = 2.5 years) in a within-subject cross-over design to study the roles of this region in influencing value-based sequential decision-making. In two separate sessions, each participant received 1-Hz rTMS stimulation either over the left dlPFC or over the vertex. The results showed that transiently inhibiting the left dlPFC impaired choice accuracy, particularly in situations in which the acquisition of sequential transitions between decision states and temporally lagged action-outcome contingencies played a greater role. Estimating parameters of a diffusion model from behavioral choices, we found that the diffusion drift rate, which reflects the efficiency of information integration, was attenuated by the stimulation. Moreover, the effects of rTMS interacted with session: individuals who could not efficiently integrate information across sequential states in the first session due to disrupted dlPFC function also could not catch up in performance during the second session with those individuals who could learn sequential transitions with intact dlPFC function in the first session. Taken together, our findings suggest that the left dlPFC is crucially involved in the acquisition of complex sequential relations and in the potential of such learning.