Much of everyday behavior involves serial decision-making, in which the outcome of 1 choice affects another. An example is setting rules for oneself: choosing a behavioral rule guides appropriate choices in the future. How the brain links decisions across time is poorly understood. Neural mechanisms could be studied in monkeys, as it is known that they can select and use behavioral rules, but existing psychophysical paradigms are poorly suited for the constraints of neurophysiology. Therefore, we designed a streamlined task that requires sequential, linked decisions, and trained 2 rhesus monkeys (Macaca mulatta) to perform it. The task features trial-by-trial consistency, visual stimuli, and eye movement responses to optimize it for simultaneous electrophysiological inquiry. In the first stage of each trial, the monkeys selected a rule or a rule was provided to them. In the second stage, they used the rule to discriminate between 2 test stimuli. Our hypotheses were that they could use self-selected rules and could deliberately select rules based on reinforcement history. We found that the monkeys were as proficient at using self-selected rules as instructed rules. Their preferences for selecting rules correlated with their performance in using them, consistent with systematic, rather than random, strategies for accomplishing the task. The results confirm and extend prior findings on rule selection in monkeys and establish a viable, experimentally flexible paradigm for studying the neural basis of serial decision-making.