Decision making is critical in our daily lives and for society in general and is finding evermore practical applications in information and communication technologies. Herein, we demonstrate experimentally that single photons can be used to make decisions in uncertain, dynamically changing environments. Using a nitrogen-vacancy in a nanodiamond as a single-photon source, we demonstrate the decision-making capability by solving the multi-armed bandit problem. This capability is directly and immediately associated with single-photon detection in the proposed architecture, leading to adequate and adaptive autonomous decision making. This study makes it possible to create systems that benefit from the quantum nature of light to perform practical and vital intelligent functions.