Large language model (LLM) agents have demonstrated significant potential for addressing complex tasks through mechanisms such as chain-of-thought reasoning and tool invocation. However, current frameworks lack explicit supervision during the reasoning process, which may lead to error propagation across reasoning chains and hinder the optimization of intermediate decision-making stages. This paper introduces a novel framework, AgentPro, which enhances LLM agent performance by automated process supervision. AgentPro employs Monte Carlo Tree Search to automatically generate step-level annotations, and develops a process reward model based on these annotations to facilitate fine-grained quality assessment of reasoning. By employing a rejection sampling strategy, the LLM agent dynamically adjusts generation probability distributions to prevent the continuation of erroneous paths, thereby improving reasoning capabilities. Extensive experiments on four datasets indicate that our method significantly outperforms existing agent-based LLM methods (e.g., achieving a 6.32% increase in accuracy on the HotpotQA dataset), underscoring its proficiency in managing intricate reasoning chains.