Provided are a computer program product, system, and method for restoring a restore set of files from backup objects stored in sequential backup devices. Backup objects are stored in at least one sequential backup device. A client initiates a restore request to restore a restore set of data in a volume as of a restore point-in-time. A determination is made of backup objects stored in at least one sequential backup device including the restore set of data for the restore point-in-time, wherein the determined backup objects are determined from a set of backup objects including a full volume backup and delta backups providing data in the volume at different points-in-time, and wherein extents in different backup objects providing data for blocks in the volume at different points-in-time are not stored contiguously in the sequential backup device. A determination is made of extents stored in the at least one sequential backup device for the determined backup objects. The determined extents are sorted according to an order in which they are stored in the at least one sequential backup device to generate a sort list. The extents are retrieved from the at least one sequential backup device according to the order in the sort list to access the extents sequentially from the sequential backup device in the order in which they were stored. The retrieved extents are returned to the client and the client reconstructs the restore data set from the received extents.