This study investigates the cognitive mechanism of adapting memory sequences to changing contexts, a process well-utilised by humans but not yet fully understood. Initially conducted in rats (n=8), and later adapted for both new-world (common marmosets, n=5), and old-world monkeys (Rhesus macaques, n=2), the research aimed to assess each animals' proficiency in learning complex context-guided sequences. Furthermore, by use a new non-invasive technique called transcranial ultrasound stimulation (TUS), the study sought to explore the underlying neurobiological pathways involved in a nonhuman primate model. The testing paradigm implemented, consistent across all species, involved learning object sequences dependent on context order. All animals learned that reward for picking a two visual item sequence (A-B or C-D) was contingent on one of two background contexts (yellow or blue). Both rats and marmosets demonstrated proficiency in learning sequences that remained constrained to a singular context but faced challenges in sequences involving a contextual change mid-trial. The macaques quickly mastered all sequence types, allowing for the investigation of underlying neurobiological processes using TUS. Previous research has identified a possible role of the prefrontal-hippocampal circuit in context-guided learning, prompting the use of TUS to modulate these deep brain areas. Notably, TUS of the anterior hippocampus improved early learning stages, while TUS of the prefrontal cortex enhanced later-stage performance, particularly for trials that involved a contextual shift. In summary, this research uncovers the evolutionary depth of flexible learning and provides insights into the neural modulation of cognitive performance during context-guided sequence learning in primates.