While functional magnetic resonance imaging (fMRI) is important for healthcare/neuroscience applications, it is challenging to classify or interpret due to its multi-dimensional structure, high dimensionality, and small number of samples available. Recent sparse multilinear regression methods based on tensor are emerging as promising solutions for fMRI. Particularly, the newly proposed tensor singular value decomposition (t-SVD) sheds light on new directions. In this work, we study t-SVD for sparse multilinear regression and propose a Sparse tubal-regularized multilinear regression (Sturm) method for fMRI. Specifically, the Sturm model performs multilinear regression with two regularization terms: a tubal tensor nuclear norm based on t-SVD and a standard ℓ1 norm. An optimization algorithm under the alternating direction method of multipliers framework is derived for solving the Sturm model. We then perform experiments on four classification problems, including both resting-state fMRI for disease diagnosis and task-based fMRI for neural decoding. The results show the superior performance of Sturm in classifying fMRI using just a small number of voxels.