While significant efforts have been attempted in the design, control, and optimization of complex networks, most existing works assume the network structure is known or readily available. However, the network topology can be radically recast after an adversarial attack and may remain unknown for subsequent analysis. In this work, we propose a novel Bayesian sequential learning approach to reconstruct network connectivity adaptively: A sparse Spike and Slab prior is placed on connectivity for all edges, and the connectivity learned from reconstructed nodes will be used to select the next node and update the prior knowledge. Central to our approach is that most realistic networks are sparse, in that the connectivity degree of each node is much smaller compared to the number of nodes in the network. Sequential selection of the most informative nodes is realized via the between-node expected improvement. We corroborate this sequential Bayesian approach in connectivity recovery for the IEEE-118 power grid system. Results indicate that only a fraction (~50%) of the nodes need to be interrogated to reveal the network topology.