This paper considers the problem of Multi-Hop Video Question Answering (MH-VidQA) in long-form egocentric videos. This task not only requires to answer visual questions, but also to localize multiple relevant time intervals within the video as visual evidences. We develop an automated pipeline to create multi-hop question-answering pairs with associated temporal evidence, enabling to construct a large-scale dataset for instruction-tuning. To monitor the progress of this new task, we further curate a high-quality benchmark, MultiHop-EgoQA, with careful manual verification and refinement. Experimental results reveal that existing multi-modal systems exhibit inadequate multi-hop grounding and reasoning abilities, resulting in unsatisfactory performance. We then propose a novel architecture, termed as Grounding Scattered Evidence with Large Language Model (GeLM), that enhances multi-modal large language models (MLLMs) by incorporating a grounding module to retrieve temporal evidence from videos using flexible grounding tokens. Trained on our visual instruction data, GeLM demonstrates improved multi-hop grounding and reasoning capabilities, setting a new baseline for this challenging task. Furthermore, when trained on third-person view videos, the same architecture also achieves state-of-the-art performance on the single-hop VidQA benchmark, ActivityNet-RTL, demonstrating its effectiveness.