This study presents a method for the detection of the most likely tsunami scenario among a set of possible scenarios using an observational wave sequence based on a sequential Bayesian update scheme. The proposed method consists of two phases: an offline preliminary learning phase and an online real‐time detection update phase. The innovation of this study is that proper orthogonal decomposition (POD) and Bayesian update are used together with an established tsunami simulation technique. In the offline reinforcement learning process, a series of tsunami simulations are carried out based on geophysically feasible scenarios, and the spatial modes of wave data calculated at predefined synthetic gauge locations are extracted through the application of POD. When a real tsunami event occurs and observational ocean data are obtained, the online process can then be performed as follows: using the stored spatial modes along with their component coefficients, pseudocoefficients are repeatedly estimated from the obtained wave data and used to sequentially update the most likely tsunami scenario according to the posterior probability through Bayesian update. A verification analysis is carried out to illustrate the procedure of the proposed method, and a validation analysis is conducted to demonstrate both the capabilities and applicability of the process with reasonable accuracy. A comprehensive discussion details the characteristic features of the proposed method in terms of the real‐time prediction of tsunami hazards and risks.