In order to solve the problem of emergency decision-making with incomplete information and deal with the accident information in different time series at the scenes of major accidents, this paper proposes a method of sequential decision-making by utilizing the relevant knowledge of D-S evidence theory and game theory. Firstly, we took an oil tank fire accident as an example and sorted out historical cases and expert experiences to establish a logical relationship between key accident scenes and accident scene symptoms in the accident. Meanwhile, we applied the logistic regression analysis method to obtain the basic probability distribution of each key accident scene in the oil tank fire, and on this basis, we constructed an evidence set of the fire. Secondly, based on the D-S evidence theory, we effectively quantified the knowledge uncertainty and evidence uncertainty, with the incomplete and insufficient information taken as an evidence system of the development of key accident scenes to construct a situation prediction model of these accident scenes. Thirdly, based on the game theory, we viewed emergency decision-makers and major accidents as two sides of the game to compare and analyze accident states at different time points and solve the contradiction between loss costs of decision-making and information collection costs. Therefore, this paper has provided a solution for the optimization of accident schemes at different time stages, thus realizing the sequential decision-making at the scenes of major accidents. Furthermore, we combined the situation prediction model with sequential decision-making, with the basic steps described below: (1) We drew up an initial action plan in the case of an extreme lack of information; then, we (2) started to address the accident and constructed a framework of accident identification, (3) collected and dealt with the continuously added evidence information with the evolution of the accident, (4) calculated the confidence levels of key accident scenarios after evaluating different evidence and then predicted the accident state in the next stage, and (5) calculated the profit–loss ratio between the current decision-making scheme and the decision-making scheme of the next stage. Finally, we (6) repeated steps (3) to (5) until the accident completely vanished. We verified the feasibility of the proposed method with the explosion accident of the Zhangzhou P.X. project in Fujian on 6 April used as an example. Based on the D-S evidence theory, this method employs approximate reasoning on the incomplete and insufficient information obtained at the scenes of major accidents, thus realizing the situation prediction of key scenes of these accidents. Additionally, this method uses the game theory to solve the contradiction between decision-making loss costs and information collection costs, thus optimizing the decision-making schemes at different time stages of major accidents.