With recent advancements in large language models, web agents have been greatly improved. However, dealing with complex and dynamic web environments requires more advanced planning and search abilities. Previous studies usually adopt a greedy one-way search strategy, which may struggle to recover from erroneous states. In this work, we enhance web agents with an explicit rollback mechanism, enabling the agent to revert back to a previous state in its navigation trajectory. This mechanism gives models the flexibility to directly control the search process, leading to an effective and efficient web navigation method. We conduct experiments on two live web navigation benchmarks with zero-shot and fine-tuning settings. The results demonstrate the effectiveness of our proposed approach.