Clinical guidelines, typically structured as decision trees, are central to evidence-based medical practice and critical for ensuring safe and accurate diagnostic decision-making. However, it remains unclear whether Large Language Models (LLMs) can reliably follow such structured protocols. In this work, we introduce MedGUIDE, a new benchmark for evaluating LLMs on their ability to make guideline-consistent clinical decisions. MedGUIDE is constructed from 55 curated NCCN decision trees across 17 cancer types and uses clinical scenarios generated by LLMs to create a large pool of multiple-choice diagnostic questions. We apply a two-stage quality selection process, combining expert-labeled reward models and LLM-as-a-judge ensembles across ten clinical and linguistic criteria, to select 7,747 high-quality samples. We evaluate 25 LLMs spanning general-purpose, open-source, and medically specialized models, and find that even domain-specific LLMs often underperform on tasks requiring structured guideline adherence. We also test whether performance can be improved via in-context guideline inclusion or continued pretraining. Our findings underscore the importance of MedGUIDE in assessing whether LLMs can operate safely within the procedural frameworks expected in real-world clinical settings.