Current prompting approach for language model inference mainly rely on Language Model's (LLM) autonomous exploration of reasoning paths, confronts an inevitable retracing operation when erroneous routes are encountered. This is followed by the pursuit of alternative reasoning paths. However, humans are adept at abstracting optimal solutions from problems, thereby facilitating swift and precise reasoning for similar problems resolution. In light of this, we delves into the potential of harnessing expert knowledge to enhance problem-solving within LLMs. We introduce a novel paradigm, the State Machine of Thought (SMoT), which employs predefined state machines to furnish LLMs with efficient reasoning paths, thereby eliminating fruitless exploration. Furthermore, we propose a multi-agent mechanism that assigns different objectives to agents, aiming to enhance the accuracy of SMoT reasoning. The experimental results, derived from an array reasoning task, reveal that SMoT realizes an extraordinary accuracy of 95\%, surpassing the performance of the state-of-the-art baselines.