Vision-language-action models (VLAs) have shown potential in leveraging pretrained vision-language models and diverse robot demonstrations for learning generalizable sensorimotor control. While this paradigm effectively utilizes large-scale data from both robotic and non-robotic sources, current VLAs primarily focus on direct input--output mappings, lacking the intermediate reasoning steps crucial for complex manipulation tasks. As a result, existing VLAs lack temporal planning or reasoning capabilities. In this paper, we introduce a method that incorporates explicit visual chain-of-thought (CoT) reasoning into vision-language-action models (VLAs) by predicting future image frames autoregressively as visual goals before generating a short action sequence to achieve these goals. We introduce CoT-VLA, a state-of-the-art 7B VLA that can understand and generate visual and action tokens. Our experimental results demonstrate that CoT-VLA achieves strong performance, outperforming the state-of-the-art VLA model by 17\% in real-world manipulation tasks and 6\% in simulation benchmarks.