Temporal Video Grounding (TVG) aims to precisely localize video segments corresponding to natural language queries, which is a critical capability for long-form video understanding. Although existing reinforcement learning approaches encourage models to generate reasoning chains before predictions, they fail to explicitly constrain the reasoning process to ensure the quality of the final temporal predictions. To address this limitation, we propose Timestamp Anchor-constrained Reasoning for Temporal Video Grounding (TAR-TVG), a novel framework that introduces timestamp anchors within the reasoning process to enforce explicit supervision to the thought content. These anchors serve as intermediate verification points. More importantly, we require each reasoning step to produce increasingly accurate temporal estimations, thereby ensuring that the reasoning process contributes meaningfully to the final prediction. To address the challenge of low-probability anchor generation in models (e.g., Qwen2.5-VL-3B), we develop an efficient self-distillation training strategy: (1) initial GRPO training to collect 30K high-quality reasoning traces containing multiple timestamp anchors, (2) supervised fine-tuning (SFT) on distilled data, and (3) final GRPO optimization on the SFT-enhanced model. This three-stage training strategy enables robust anchor generation while maintaining reasoning quality. Experiments show that our model achieves state-of-the-art performance while producing interpretable, verifiable reasoning chains with progressively refined temporal estimations.