As large language models (LLMs) continue to advance in capabilities, ensuring their safety against jailbreak attacks remains a critical challenge. In this paper, we introduce a novel safety alignment approach called Answer-Then-Check, which enhances LLM robustness against malicious prompts by applying thinking ability to mitigate jailbreaking problems before producing a final answer to the user. Our method enables models to answer the question in their thoughts directly and then critically evaluate its safety before deciding whether to provide it. To implement this approach, we construct the Reasoned Safety Alignment (ReSA) dataset, comprising 80K samples that teach models to reason through direct responses and then analyze their safety. Experimental results demonstrate that our approach achieves the Pareto frontier with superior safety capability while decreasing over-refusal rates. Notably, the fine-tuned model maintains general reasoning capabilities on benchmarks like MMLU, MATH500, and HumanEval. Besides, our method equips models with the ability to perform safe completion, while post-hoc detection methods can only directly reject sensitive, harmful queries (e.g., self-harm). Our results show that inference-time strategies alone are insufficient, highlighting the necessity of safety training, and we find even $500$ samples can yield performance comparable to the entire dataset, suggesting a promising path for data-efficient safety alignment. The dataset is publicly available at: https://huggingface.co/datasets/ByteDance-Seed/ReSA.