Recent advancements in large language models (LLMs) have shown promise in multi-step reasoning tasks, yet their reliance on extensive manual labeling to provide procedural feedback remains a significant impediment. To address this challenge, in this paper, we propose a novel self-supervised framework **AutoPRM** that efficiently enhances the fine-tuning of LLMs for intricate reasoning challenges. Specifically, **AutoPRM** first decomposes complex problems into more manageable subquestions with a controllable granularity switch, then sequentially apply reinforcement learning to iteratively improve the subquestion solver. Additionally, we propose context-guided decoding to avoid reward tampering and guide the subquestion solver towards the solution of the holistic problem. Extensive experiments show that **AutoPRM** significantly improves performance on mathematical and commonsense reasoning tasks over SOTA. More encouragingly, **AutoPRM** can be easily integrated with other orthogonal reasoning pipelines.