Offline goal-conditioned reinforcement learning remains challenging for long-horizon tasks. While hierarchical approaches mitigate this issue by decomposing tasks, most existing methods rely on separate high- and low-level networks and generate only a single intermediate subgoal, leaving several structural limitations in long-horizon decision-making. To address this limitation, we draw inspiration from chain-of-thought reasoning and propose the Chain-of-Goals Hierarchical Policy (CoGHP), a novel framework that reformulates hierarchical decision-making as autoregressive sequence modeling within a unified architecture. Given a state and a final goal, CoGHP autoregressively generates a sequence of latent subgoals followed by the primitive action, where each latent subgoal acts as a reasoning step that conditions subsequent predictions. To implement this efficiently, we introduce an MLP-Mixer backbone, which supports cross-token communication and captures structural relationships among state, goal, latent subgoals, and action. Across challenging navigation and manipulation benchmarks, CoGHP consistently outperforms strong offline baselines, demonstrating improved performance on long-horizon tasks. Project page: https://wlsdn9350.github.io/projects/coghp/

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