Why Future.sequence executes my futures in parallel rather than in series?

The futures are running concurrently because they have been started concurrently :).
To run them sequentially you need to use flatMap:

Future { println("startFirst"); 
         Thread.sleep(3000); 
         println("stopFirst") 
        }.flatMap{
         _ =>  Future { 
                       println("startSecond"); 
                       Thread.sleep(1000); 
                       println("stopSecond") 
               }
        }

Future.sequence just turns Seq[Future[T]] => Future[Seq[T]] which means gather results of all already started futures and put it in future .