Large language models (LLMs) have evolved from pure text generators into interactive agents capable of invoking external tools. However, LLM agents still struggle with goal-oriented queries, which require decomposing high-level objectives into sequences of interdependent API calls with accurate planning and execution. Current approaches rely on zero-shot evaluation due to the absence of training data; while proprietary models such as GPT-4 exhibit strong reasoning capabilities, smaller open-source models remain ineffective at complex tool use. To address this limitation, we propose a novel training framework GOAT, that enables fine-tuning LLM agents without human annotation. GOAT automatically synthesizes goal-oriented API execution data from API documents using a novel call-first generation paradigm, that constructs training data based on executed API call sequences. Through extensive experiments, we show that GOAT-trained agents achieve state-of-the-art performance across multiple existing goal-oriented benchmarks. In addition, we introduce GOATBench, a new goal-oriented API execution benchmark, and demonstrate that agents trained with GOAT also excel in this setting. These results highlight GOAT as a practical path toward building robust open-source LLM agents capable of complex reasoning and tool use.