Knowledge Graphs (KGs) can serve as reliable knowledge sources for question answering (QA) due to their structured representation of knowledge. Existing research on the utilization of KG for large language models (LLMs) prevalently relies on subgraph retriever or iterative prompting, overlooking the potential synergy of LLMs' step-wise reasoning capabilities and KGs' structural nature. In this paper, we present DoG (Decoding on Graphs), a novel framework that facilitates a deep synergy between LLMs and KGs. We first define a concept, well-formed chain, which consists of a sequence of interrelated fact triplets on the KGs, starting from question entities and leading to answers. We argue that this concept can serve as a principle for making faithful and sound reasoning for KGQA. To enable LLMs to generate well-formed chains, we propose graph-aware constrained decoding, in which a constraint derived from the topology of the KG regulates the decoding process of the LLMs. This constrained decoding method ensures the generation of well-formed chains while making full use of the step-wise reasoning capabilities of LLMs. Based on the above, DoG, a training-free approach, is able to provide faithful and sound reasoning trajectories grounded on the KGs. Experiments across various KGQA tasks with different background KGs demonstrate that DoG achieves superior and robust performance. DoG also shows general applicability with various open-source LLMs.