Let $R=K[x_1,...,x_n]$ be the polynomial ring in $n$ variables over a field $K$ and let $I$ be a matroidal ideal of degree $d$ in $R$. Our main focus is determining when matroidal ideals are sequentially Cohen-Macaulay. In particular, all sequentially Cohen-Macaulay matroidal ideals of degree $2$ are classified. Furthermore, we give a classification of sequentially Cohen-Macaulay matroidal ideals of degree $d\geq 3$ in some special cases.