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While achieving decent performance, previous methods implicitly assume a forward-only execution mode for the model, where they only provide oracle trajectories as in-context examples to guide the model on how to reason in the environment. Consequently, the model could not handle more challenging scenarios not covered in the in-context examples, e.g., mistakes, leading to sub-optimal performance. To address this issue, we propose to model the interactive task as state space exploration, where the LLM agent transitions among a pre-defined set of states by performing actions to complete the task. This formulation enables flexible backtracking, allowing the model to recover from errors easily. We evaluate our proposed LLM Agent with State-Space ExploRation (LASER) on both the WebShop task and amazon.com. 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