Since the entropy of stationary black holes in Horndeski gravity will be modified by the non-minimally coupling scalar field, a significant issue of whether the Wald entropy still obeys the linearized second law of black hole thermodynamics can be proposed. To investigate this issue, a physical process that the black hole in Horndeski gravity is perturbed by the accreting matter fields and finally settles down to a stationary state is considered. According to the two assumptions that there is a regular bifurcation surface in the background spacetime and that the matter fields always satisfy the null energy condition, one can show that the Wald entropy monotonically increases along the future event horizon under the linear order approximation without any specific expression of the metric. It illustrates that the Wald entropy of black holes in Horndeski gravitational theory still obeys the requirement of the linearized second law. Our work strengthens the physical explanation of Wald entropy in Horndeski gravity and takes a step towards studying the area increase theorem in the gravitational theories with non-minimal coupled matter fields.