Supervised learning approaches to offline reinforcement learning, particularly those utilizing the Decision Transformer, have shown effectiveness in continuous environments and for sparse rewards. However, they often struggle with long-horizon tasks due to the high compounding error of auto-regressive models. To overcome this limitation, we go beyond next-token prediction and introduce Planning Tokens, which contain high-level, long time-scale information about the agent's future. Predicting dual time-scale tokens at regular intervals enables our model to use these long-horizon Planning Tokens as a form of implicit planning to guide its low-level policy and reduce compounding error. This architectural modification significantly enhances performance on long-horizon tasks, establishing a new state-of-the-art in complex D4RL environments. Additionally, we demonstrate that Planning Tokens improve the interpretability of the model's policy through the interpretable plan visualisations and attention map.