Aiming at efficient and dense chain-of-thought (CoT) reasoning, latent reasoning methods fine-tune Large Language Models (LLMs) to substitute discrete language tokens with continuous latent tokens. These methods consume fewer tokens compared to the conventional language CoT reasoning and have the potential to plan in a dense latent space. However, current latent tokens are generally supervised based on imitating language labels. Considering that there can be multiple equivalent but diverse CoT labels for a question, passively imitating an arbitrary one may lead to inferior latent token representations and latent reasoning policies, undermining the potential planning ability and resulting in clear gaps between training and testing. In this work, we emphasize the importance of active planning over the representation space of latent tokens in achieving the optimal latent reasoning policy. So, we propose the \underline{A}c\underline{t}ive Latent \underline{P}lanning method (ATP-Latent), which models the supervision process of latent tokens as a conditional variational auto-encoder (VAE) to obtain a smoother latent space. Moreover, to facilitate the most reasonable latent reasoning policy, ATP-Latent conducts reinforcement learning (RL) with an auxiliary coherence reward, which is calculated based on the consistency between VAE-decoded contents of latent tokens, enabling a guided RL process. In experiments on LLaMA-1B, ATP-Latent demonstrates +4.1\% accuracy and -3.3\% tokens on four benchmarks compared to advanced baselines. Codes are available on https://github.com/zz1358m/ATP-Latent-master.