Recent advancements in large language models (LLMs) have shown promise in generating psychotherapeutic dialogues, especially in Motivational Interviewing (MI). However, how to employ strategies, a set of motivational interviewing (MI) skills, to generate therapeutic-adherent conversations with explainability is underexplored. We propose an approach called strategy-aware dialogue generation with Chain-of-Strategy (CoS) planning, which first predicts MI strategies as reasoning and utilizes these strategies to guide the subsequent dialogue generation. It brings the potential for controllable and explainable generation in psychotherapy by aligning the generated MI dialogues with therapeutic strategies. Extensive experiments including automatic and human evaluations are conducted to validate the effectiveness of the MI strategy. Our findings demonstrate the potential of LLMs in producing strategically aligned dialogues and suggest directions for practical applications in psychotherapeutic settings.