The game of Go is an oriental strategic board game originated from China at least more than 2,500 years ago. The Monte-Carlo Tree Search (MCTS) algorithm in Go is a method that uses a large number of simulations to approximately estimate the winning rate of candidate moves by sampling the game. The two computer Go programs called Crazy Stone and Mogo defeated human Go professionals on the 9⨯9 board in 2006. Prior to our implementing MCTS into computer Go, we tried to find out the best move sequence in playing Tic-Tac-Toe game as a test bed. The experimental results revealed that the first player should play the center to ensure the highest winning rate, and the game result becomes a draw if two players do their best.