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The OpenAI o1-series models have demonstrated that leveraging long-form Chain of Thought (CoT) can substantially enhance performance. However, the recursive thinking capabilities of Large Language Models (LLMs) remain limited, particularly in the absence of expert-curated data for distillation. In this paper, we propose AvR: Alignment via Refinement, a novel method aimed at unlocking the potential of LLMs for recursive reasoning through long-form CoT. AvR introduces a refinement process that integrates criticism and improvement actions, guided by differentiable learning techniques to optimize refinement-aware rewards. As a result, the synthesized multi-round data can be organized as a long refinement thought, further enabling test-time scaling. Experimental results show that AvR significantly outperforms conventional preference optimization methods. Notably, with only 3k synthetic samples, our method boosts the performance of the LLaMA-3-8B-Instruct model by over 20% in win rate on AlpacaEval 2.0. Our code is available at Github .