In this paper, we highlight the field of explainable sequential decision making. We discuss how the problem of explaining sequential decisions gives rise to problems and challenges that are absent from scenarios that focus on explaining single-shot decision making. We provide a short survey of some of the more prominent subareas within explainable sequential decision-making and their unique focuses and blind spots. Here, we argue that we need to go beyond simply focusing on individual subareas like explainable planning, reinforcement learning, or robotics, and move towards studying and tackling the more general problem of explainable sequential decision-making. Such a holistic approach will not only allow us to identify previously ignored problems, but also provide us with the ability to transfer ideas and intuitions from one subarea of explainable sequential decision-making to another. We end the paper with a discussion on future directions and some of the most pressing open questions.